def lml(self):
        """
        Log of the marginal likelihood.

        Let 𝐲 = vec(Y), M = A⊗X, and H = MᵀK⁻¹M. The restricted log of the marginal
        likelihood is given by [R07]_::

            2⋅log(p(𝐲)) = -(n⋅p - c⋅p) log(2π) + log(｜MᵀM｜) - log(｜K｜) - log(｜H｜)
                - (𝐲-𝐦)ᵀ K⁻¹ (𝐲-𝐦),

        where 𝐦 = M𝛃 for 𝛃 = H⁻¹MᵀK⁻¹𝐲.

        For implementation purpose, let X = (L₀ ⊗ G) and R = (L₁ ⊗ I)(L₁ ⊗ I)ᵀ.
        The covariance can be written as::

            K = XXᵀ + R.

        From the Woodbury matrix identity, we have

            𝐲ᵀK⁻¹𝐲 = 𝐲ᵀR⁻¹𝐲 - 𝐲ᵀR⁻¹XZ⁻¹XᵀR⁻¹𝐲,

        where Z = I + XᵀR⁻¹X. Note that R⁻¹ = (U₁S₁⁻¹U₁ᵀ) ⊗ I and ::

            XᵀR⁻¹𝐲 = (L₀ᵀW ⊗ Gᵀ)𝐲 = vec(GᵀYWL₀),

        where W = U₁S₁⁻¹U₁ᵀ. The term GᵀY can be calculated only once and it will form a
        r×p matrix. We similarly have ::

            XᵀR⁻¹M = (L₀ᵀWA) ⊗ (GᵀX),

        for which GᵀX is pre-computed.

        The log-determinant of the covariance matrix is given by

            log(｜K｜) = log(｜Z｜) - log(｜R⁻¹｜) = log(｜Z｜) - 2·n·log(｜U₁S₁⁻½｜).

        The log of the marginal likelihood can be rewritten as::

            2⋅log(p(𝐲)) = -(n⋅p - c⋅p) log(2π) + log(｜MᵀM｜)
            - log(｜Z｜) + 2·n·log(｜U₁S₁⁻½｜)
            - log(｜MᵀR⁻¹M - MᵀR⁻¹XZ⁻¹XᵀR⁻¹M｜)
            - 𝐲ᵀR⁻¹𝐲 + (𝐲ᵀR⁻¹X)Z⁻¹(XᵀR⁻¹𝐲)
            - 𝐦ᵀR⁻¹𝐦 + (𝐦ᵀR⁻¹X)Z⁻¹(XᵀR⁻¹𝐦)
            + 2𝐲ᵀR⁻¹𝐦 - 2(𝐲ᵀR⁻¹X)Z⁻¹(XᵀR⁻¹𝐦).

        Returns
        -------
        lml : float
            Log of the marginal likelihood.

        References
        ----------
        .. [R07] LaMotte, L. R. (2007). A direct derivation of the REML likelihood
           function. Statistical Papers, 48(2), 321-327.
        """
        terms = self._terms
        yKiy = terms["yKiy"]
        mKiy = terms["mKiy"]
        mKim = terms["mKim"]

        lml = -self._df * log2pi + self._logdet_MM - self._logdetK
        lml -= self._logdetH
        lml += -yKiy - mKim + 2 * mKiy

        return lml / 2
def lml(self):
        """
        Log of the marginal likelihood.

        Let 𝐲 = vec(Y), M = A⊗X, and H = MᵀK⁻¹M. The restricted log of the marginal
        likelihood is given by [R07]_::

            2⋅log(p(𝐲)) = -(n⋅p - c⋅p) log(2π) + log(｜MᵀM｜) - log(｜K｜) - log(｜H｜)
                - (𝐲-𝐦)ᵀ K⁻¹ (𝐲-𝐦),

        where 𝐦 = M𝛃 for 𝛃 = H⁻¹MᵀK⁻¹𝐲.

        For implementation purpose, let X = (L₀ ⊗ G) and R = (L₁ ⊗ I)(L₁ ⊗ I)ᵀ.
        The covariance can be written as::

            K = XXᵀ + R.

        From the Woodbury matrix identity, we have

            𝐲ᵀK⁻¹𝐲 = 𝐲ᵀR⁻¹𝐲 - 𝐲ᵀR⁻¹XZ⁻¹XᵀR⁻¹𝐲,

        where Z = I + XᵀR⁻¹X. Note that R⁻¹ = (U₁S₁⁻¹U₁ᵀ) ⊗ I and ::

            XᵀR⁻¹𝐲 = (L₀ᵀW ⊗ Gᵀ)𝐲 = vec(GᵀYWL₀),

        where W = U₁S₁⁻¹U₁ᵀ. The term GᵀY can be calculated only once and it will form a
        r×p matrix. We similarly have ::

            XᵀR⁻¹M = (L₀ᵀWA) ⊗ (GᵀX),

        for which GᵀX is pre-computed.

        The log-determinant of the covariance matrix is given by

            log(｜K｜) = log(｜Z｜) - log(｜R⁻¹｜) = log(｜Z｜) - 2·n·log(｜U₁S₁⁻½｜).

        The log of the marginal likelihood can be rewritten as::

            2⋅log(p(𝐲)) = -(n⋅p - c⋅p) log(2π) + log(｜MᵀM｜)
            - log(｜Z｜) + 2·n·log(｜U₁S₁⁻½｜)
            - log(｜MᵀR⁻¹M - MᵀR⁻¹XZ⁻¹XᵀR⁻¹M｜)
            - 𝐲ᵀR⁻¹𝐲 + (𝐲ᵀR⁻¹X)Z⁻¹(XᵀR⁻¹𝐲)
            - 𝐦ᵀR⁻¹𝐦 + (𝐦ᵀR⁻¹X)Z⁻¹(XᵀR⁻¹𝐦)
            + 2𝐲ᵀR⁻¹𝐦 - 2(𝐲ᵀR⁻¹X)Z⁻¹(XᵀR⁻¹𝐦).

        Returns
        -------
        lml : float
            Log of the marginal likelihood.

        References
        ----------
        .. [R07] LaMotte, L. R. (2007). A direct derivation of the REML likelihood
           function. Statistical Papers, 48(2), 321-327.
        """
        terms = self._terms
        yKiy = terms["yKiy"]
        mKiy = terms["mKiy"]
        mKim = terms["mKim"]

        lml = -self._df * log2pi + self._logdet_MM - self._logdetK
        lml -= self._logdetH
        lml += -yKiy - mKim + 2 * mKiy

        return lml / 2
def lml ( self ) : terms = self . _terms yKiy = terms [ "yKiy" ] mKiy = terms [ "mKiy" ] mKim = terms [ "mKim" ] lml = - self . _df * log2pi + self . _logdet_MM - self . _logdetK lml -= self . _logdetH lml += - yKiy - mKim + 2 * mKiy return lml / 2
Log of the marginal likelihood.

        Let 𝐲 = vec(Y), M = A⊗X, and H = MᵀK⁻¹M. The restricted log of the marginal
        likelihood is given by [R07]_::

            2⋅log(p(𝐲)) = -(n⋅p - c⋅p) log(2π) + log(｜MᵀM｜) - log(｜K｜) - log(｜H｜)
                - (𝐲-𝐦)ᵀ K⁻¹ (𝐲-𝐦),

        where 𝐦 = M𝛃 for 𝛃 = H⁻¹MᵀK⁻¹𝐲.

        For implementation purpose, let X = (L₀ ⊗ G) and R = (L₁ ⊗ I)(L₁ ⊗ I)ᵀ.
        The covariance can be written as::

            K = XXᵀ + R.

        From the Woodbury matrix identity, we have

            𝐲ᵀK⁻¹𝐲 = 𝐲ᵀR⁻¹𝐲 - 𝐲ᵀR⁻¹XZ⁻¹XᵀR⁻¹𝐲,

        where Z = I + XᵀR⁻¹X. Note that R⁻¹ = (U₁S₁⁻¹U₁ᵀ) ⊗ I and ::

            XᵀR⁻¹𝐲 = (L₀ᵀW ⊗ Gᵀ)𝐲 = vec(GᵀYWL₀),

        where W = U₁S₁⁻¹U₁ᵀ. The term GᵀY can be calculated only once and it will form a
        r×p matrix. We similarly have ::

            XᵀR⁻¹M = (L₀ᵀWA) ⊗ (GᵀX),

        for which GᵀX is pre-computed.

        The log-determinant of the covariance matrix is given by

            log(｜K｜) = log(｜Z｜) - log(｜R⁻¹｜) = log(｜Z｜) - 2·n·log(｜U₁S₁⁻½｜).

        The log of the marginal likelihood can be rewritten as::

            2⋅log(p(𝐲)) = -(n⋅p - c⋅p) log(2π) + log(｜MᵀM｜)
            - log(｜Z｜) + 2·n·log(｜U₁S₁⁻½｜)
            - log(｜MᵀR⁻¹M - MᵀR⁻¹XZ⁻¹XᵀR⁻¹M｜)
            - 𝐲ᵀR⁻¹𝐲 + (𝐲ᵀR⁻¹X)Z⁻¹(XᵀR⁻¹𝐲)
            - 𝐦ᵀR⁻¹𝐦 + (𝐦ᵀR⁻¹X)Z⁻¹(XᵀR⁻¹𝐦)
            + 2𝐲ᵀR⁻¹𝐦 - 2(𝐲ᵀR⁻¹X)Z⁻¹(XᵀR⁻¹𝐦).

        Returns
        -------
        lml : float
            Log of the marginal likelihood.

        References
        ----------
        .. [R07] LaMotte, L. R. (2007). A direct derivation of the REML likelihood
           function. Statistical Papers, 48(2), 321-327.
Log of the marginal likelihood .