Compute the observed data log-likelihood
Usage
covcomb_compute_log_likelihood(psi, partial_covs, var_indices, degrees_freedom)
Arguments
- psi
Current estimate of the combined covariance matrix
- partial_covs
List of partial covariance matrices
- var_indices
List of variable indices for each partial covariance matrix
- degrees_freedom
Degrees of freedom for each partial covariance matrix
Value
The observed data log-likelihood