clike: Parameter vector & likelihood function used by 'HLRTest()'
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
View source: R/htest_HLRTest.R
clike R Documentation
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 June 15, 2025, 8:26 a.m.
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.
View source: R/htest_HLRTest.R
| clike | R Documentation |
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 |
Value
Value of likelihood at each period t.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.