logLik.MSVARmdl: Log likelihood for Markov-switching vector autoregressive...

In roga11/MSTest: Hypothesis Testing for Markov Switching Models

Log likelihood for Markov-switching vector autoregressive model

Description

This function is used to compute the log-likelihood for a Markov-switching vector autoregressive model.

Usage

## S3 method for class 'MSVARmdl'
logLik(object, ...)

Arguments

object	any object from which a log-likelihood value, or a contribution to a log-likelihood value, can be extracted.
...	some methods for this generic function require additional arguments.

Value

Log-likelihood value.

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