Likelihood

Calculates and displays the probability that a given observation sample was generated by the current model parameters.

Usage: likelihood( $<$object_1$>$ [,$<$object_2$>$] )

where $<$object_1$>$ is the MTK object containing the observation sample; and $<$object_2$>$, an optional parameter, is the MTK object containing the state path that generated the observations.

Output: Prints both the likelihood and the log-likelihood of the observation sample in $<$object_1$>$.



Guilherme Dutra Gonzaga Jaime 2010-10-27