And by the way.... [R for BE/BA]

posted by ElMaestro  – Denmark, 2020-07-24 12:52 (371 d 16:07 ago) – Posting: # 21785
Views: 10,203

Obj.F12=function(Pars)
##returns the restricted log likelihood.
##apart from k, this is line 3 of page 10 of:
##http://people.csail.mit.edu/xiuming/docs/tutorials/reml.pdf
##k is defined from the number of observations, and .
{
  CovM=Create.CovM(Pars)
  k=  -((length(y)-ncol(X))/2)*log(2*pi)
  A= -0.5*log( det(CovM))
  B= -0.5*log( det(t(X) %*% solve(CovM) %*% X))
  est.b = solve(t(X) %*% solve(CovM) %*% X) %*% t(X) %*% solve(CovM) %*% y
  tmp= y - X %*% est.b
  C=-0.5 *(t(tmp) %*% solve(CovM) %*% tmp)
  return(k+A+B+C)
}


....this is exactly also the REML likelihood function that SAS defines.

Pass or fail!
ElMaestro

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