clike {MSTest} | R Documentation |
Parameter vector & likelihood function used by HLRTest()
Description
This function combines parameters of restricted model
with parameters of unrestricted model and then computes the likelihood using
marklike()
.
Usage
clike(b, HLR_opt_ls)
Arguments
b |
vector of parameters from restricted model. |
HLR_opt_ls |
List with model properties and test controls defined in |
Value
Value of likelihood at each period t
.
[Package MSTest version 0.1.5 Index]