logLike_MSARXmdl {MSTest}R Documentation

Markov-switching ARX log-likelihood objective function

Description

This function computes the log-likelihood for a markov-switching ARX model.

Usage

logLike_MSARXmdl(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]