logLik.ssm: Log-likelihood of a SS model

In tfarima: Transfer Function and ARIMA Models

Log-likelihood of a SS model

Description

logLik.ssm computes the exact or conditional log-likelihood of a state space model.

Usage

## S3 method for class 'ssm'
logLik(object, method = c("exact", "cond"), ...)

Arguments

object	an object of class ssm.
method	character. Either "exact" or "conditional" maximum likelihood.
...	additional parameters.

Value

The log-likelihood value.

Examples

# Local level model
b <- 1
C <- as.matrix(1)
ssm1 <- ssm(Nile, b, C, S = diag(c(irr = 15127.7, lvl = 1453.2)))
logLik(ssm1)
 

tfarima documentation built on Nov. 5, 2025, 7:43 p.m.