logLike_ARXmdl: ARX log-likelihood objective function

View source: R/RcppExports.R

logLike_ARXmdlR Documentation

ARX log-likelihood objective function

Description

This function computes the log-likelihood for an autoregressive model with exogenous regressors.

Usage

logLike_ARXmdl(theta, mdl)

Arguments

theta

Vector of model parameters.

mdl

List with model attributes.

Value

Log-likelihood value.


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