Generalized Linear Model.Get Kernel Log Likelihood Method
Returns the portion of the log-likelihood of the computed model that depends on the model parameters.
Definition
Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
The log-likelihood of the model.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
public double GetKernelLogLikelihood()
Return Value
DoubleThe log-likelihood of the model.
Remarks
The parameters of a generalized linear model are estimated using a maximum likelihood method. This method returns the logarithm of the portion of the likelihood function for the computed model that does not depend on the model parameters. A smaller value indicates a higher likelihood.
The kernel log likelihood may be positive.