logLike_HMmdl {MSTest} | R Documentation |
Hidden Markov model log-likelihood function
Description
This function computes the log-likelihood for a markov-switching autoregressive model.
Usage
logLike_HMmdl(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.
[Package MSTest version 0.1.5 Index]