clike: Parameter vector & likelihood function used by 'HLRTest()'

In roga11/MSTest: Hypothesis Testing for Markov Switching Models

Parameter vector & likelihood function used by HLRTest()

Description

This function combines parameters of restricted model with parameters of unrestricted model and then computes the likelihood using marklike().

Usage

clike(b, HLR_opt_ls)

Arguments

b	vector of parameters from restricted model.
HLR_opt_ls	List with model properties and test controls defined in HLRTest().

Value

Value of likelihood at each period t.

roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.