logLik.stsm: Log-likelihood of an STS model
In gallegoj/tfarima: Transfer Function and ARIMA Models
logLik.stsm R Documentation
Log-likelihood of an STS model
Description
logLik computes the exact or conditional log-likelihood of object of
the class stsm.
Usage
## S3 method for class 'stsm'
logLik(mdl, y = NULL, method = c("exact", "cond"), ...)
Arguments
mdl
an object of class stsm.
y
an object of class ts.
method
exact or conditional.
...
additional parameters.
tol
tolerance to check if a root is close to one.
Value
The exact or conditional log-likelihood.
gallegoj/tfarima documentation built on March 31, 2024, 10:32 a.m.
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| logLik.stsm | R Documentation |
Log-likelihood of an STS model
Description
logLik computes the exact or conditional log-likelihood of object of
the class stsm.
Usage
## S3 method for class 'stsm'
logLik(mdl, y = NULL, method = c("exact", "cond"), ...)
Arguments
mdl |
an object of class |
y |
an object of class |
method |
exact or conditional. |
... |
additional parameters. |
tol |
tolerance to check if a root is close to one. |
Value
The exact or conditional log-likelihood.
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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