logLike_VARXmdl {MSTest}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.


[Package MSTest version 0.1.5 Index]