Description Usage Arguments Value See Also
This method returns the log-likelihood value of a model defined
in a stsm
object.
1 2 3 4 5 6 7 |
object |
an object of class |
domain |
a character indicating whether the time domain or the spectral likelihood should be evaluated. |
xreg |
optional matrix of external regressors with the same number of rows
as the length of the input time series |
td.args |
a list containing arguments to be passed to |
check.td.args |
logical. If |
barrier |
a list defining a barrier term to penalize parameter values close to the bounds
|
inf |
a numeric indicating the value to be returned if the value of the log-likelihood
function happens to be |
... |
additional arguments. Currently ignored. |
An object of class logLik
containing the value of the log-likelihood function
for the given model and the attribute df
, the number of estimated parameters.
mloglik.fd
,
mloglik.td
,
mle
,
KalmanFilter
,
stsm
.
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