I would like to give out the equation for calculating the maximum likelihood.
Below is the code, but I still have problems with it. After I read the
code, I found there are two cases for "w(weights)". If "w" is not zero,
then the equation is given as "val <- 0.5 * (sum(log(w)) - N * (log(2 * pi)
+ 1 - log(N) +
log(sum(w * res^2))))". However, if "w" is zero, then I do not know
what equation it should be since it does not make any sense for "log0". Hope
someone can help me to figure this out. Thanks!
function (object, REML = FALSE, ...)
{
res <- object$residuals
p <- object$rank
N <- length(res)
if (is.null(w <- object$weights)) {
w <- rep.int(1, N)
}
else {
excl <- w == 0 #####I can not understand the following lines after
this.
if (any(excl)) {
res <- res[!excl]
N <- length(res)
w <- w[!excl] }
}
N0 <- N
if (REML)
N <- N - p
val <- 0.5 * (sum(log(w)) - N * (log(2 * pi) + 1 - log(N) +
log(sum(w * res^2))))
if (REML)
val <- val - sum(log(abs(diag(object$qr$qr)[1:p])))
attr(val, "nall") <- N0
attr(val, "nobs") <- N
attr(val, "df") <- p + 1
class(val) <- "logLik"
val
}
Best,
Dana
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