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