Likelihood function

This dialog can be used to specify the likelihood function type and corresponding nuisance variables (if applicable).

Likelihood function options

User-free likelihood functions

• 1 – Likelihood, L(x|˜Y)
• 2 – Log-likelihood, L(x|˜Y)

Formal likelihood functions

• 12 – Gaussian likelihood: homos/heteroscedastic data error
• 13 – Gaussian likelihood: with AR-1 model of error residuals
• 14 – Generalized likelihood function
• 15 – Whittle’s likelihood (spectral analysis)
• 16 – Laplacian likelihood: homos/heteroscedastic data error
• 17 – Skewed Student likelihood function

ABC – diagnostic model evaluation

• 21 – Noisy ABC: Gaussian likelihood
• 22 – ABC: Boxcar likelihood

GLUE – limits of acceptability

• 23 – Limits of acceptability

GLUE – informal likelihood functions

• 31 – Inverse error variance with shaping factor
• 32 – Nash and Sutcliffe efficiency with shaping factor
• 33 – Exponential transform error variance with shaping factor
• 34 – Sum of absolute error residuals

GLUE likelihood parameter - the value of the shaping factor used within the (pseudo)likelihood functions of GLUE.

Diagnostic Bayes - switch Bayes diagnostic on or off.

Figure 3.3.9. Likelihood function dialog.