nLL_hmm: Negative log-likelihood function of an HMM

In fHMM: Fitting Hidden Markov Models to Financial Data

Negative log-likelihood function of an HMM

Description

This function computes the negative log-likelihood of an HMM.

Usage

nLL_hmm(parUncon, observations, controls)

Arguments

parUncon	[parUncon] An object of class parUncon.
observations	[numeric()] The vector of the simulated or empirical data used for estimation.
controls	[fHMM_controls] An object of class fHMM_controls.

Value

The negative log-likelihood value.

fHMM documentation built on May 5, 2026, 5:07 p.m.