logLik.MSVARmdl {MSTest} | R Documentation |
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.
[Package MSTest version 0.1.5 Index]