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