logLik Method for `pgpTList` Objects.

Usage

# S3 method for pgpTList
logLik(object, ...)

Arguments

object: A pgpTList object representing a list of Poisson-GP fitted models
...: Not used yet.

Value

A numeric matrix with two columns containing the log-likelihoods for the "GP" part and the "time Poisson" part. This matrix has as a "df" attribute a vector with length 2 giving the degrees of freedom used by the two parts of the model. While the log-likelihoods differ across thresholds, the degrees of freedom are the same by construction.

Caution

One should not compare log-likelihoods for POT models using different thresholds. So the comparison only makes sense when one use two pgpTlist objects using the same probabilities tau and the same formulas in the quantile regression as well as the same data.