marklike: Likelihood function used by 'HLRTest()'
In MSTest: Hypothesis Testing for Markov Switching Models

marklike

R Documentation

Likelihood function used by `HLRTest()`

this function computes the sum Markov likelihood

marklike(ths, HLR_opt_ls)

`ths`	vector of parameter values.
`HLR_opt_ls`	List with model properties and test controls defined in `HLRTest()`.

Vector of likelihood values.

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

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