logLike_MSARXmdl: Markov-switching ARX log-likelihood objective function
In MSTest: Hypothesis Testing for Markov Switching Models
logLike_MSARXmdl R Documentation
Markov-switching ARX log-likelihood objective function
Description
This function computes the log-likelihood for a markov-switching ARX model.
Usage
logLike_MSARXmdl(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.
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| logLike_MSARXmdl | R Documentation |
Markov-switching ARX log-likelihood objective function
Description
This function computes the log-likelihood for a markov-switching ARX model.
Usage
logLike_MSARXmdl(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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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