Internal function: compute a negative log-likelihood (-2*log(likelihood))
computeLikelihood(data, Fk, M, s, Depsilon)
Arguments
- data
An n by T data matrix (NA allowed) with
\(z[t]\) as the t-th column.
- Fk
An n by K matrix of basis function values with
each column being a basis function taken values at loc.
- M
A K by K symmetric matrix.
- s
A scalar.
- Depsilon
An n by n diagonal matrix.