logLik.MSVARmdl: Log likelihood for Markov-switching vector autoregressive...

View source: R/methods.R

logLik.MSVARmdlR Documentation

Log likelihood for Markov-switching vector autoregressive model

Description

This function is used to compute the log-likelihood for a Markov-switching vector autoregressive model.

Usage

## S3 method for class 'MSVARmdl'
logLik(object, ...)

Arguments

object

any object from which a log-likelihood value, or a contribution to a log-likelihood value, can be extracted.

...

some methods for this generic function require additional arguments.

Value

Log-likelihood value.


MSTest documentation built on Oct. 31, 2024, 1:06 a.m.