logLike_HMmdl: Hidden Markov model log-likelihood function

View source: R/RcppExports.R

logLike_HMmdlR Documentation

Hidden Markov model log-likelihood function

Description

This function computes the log-likelihood for a markov-switching autoregressive model.

Usage

logLike_HMmdl(theta, mdl, k)

Arguments

theta

Vector of model parameters.

mdl

List with model attributes.

k

Integer determining the number of regimes.

Value

Log-likelihood value.


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