logLike_MSARXmdl: Markov-switching ARX log-likelihood objective function
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
logLike_MSARXmdl R Documentation
Markov-switching ARX log-likelihood objective function
Description
This function computes the log-likelihood for a markov-switching ARX model.
Usage
logLike_MSARXmdl(theta, mdl, k)
Arguments
theta
Vector of model parameters.
mdl
List with model attributes.
k
Integer determining the number of regimes.
Value
Log-likelihood value.
roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.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.
| logLike_MSARXmdl | R Documentation |
Markov-switching ARX log-likelihood objective function
Description
This function computes the log-likelihood for a markov-switching ARX model.
Usage
logLike_MSARXmdl(theta, mdl, k)
Arguments
theta |
Vector of model parameters. |
mdl |
List with model attributes. |
k |
Integer determining the number of regimes. |
Value
Log-likelihood value.
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.