logLike_MSVARmdl_min {MSTest}R Documentation

Markov-switching vector autoregressive log-likelihood objective function (minimization version)

Description

This function computes the (negative) log-likelihood for a markov-switching vector autoregressive model

Usage

logLike_MSVARmdl_min(theta, mdl, k)

Arguments

theta

Vector of model parameters.

mdl

List with model attributes.

k

Integer determining the number of regimes.

Value

Negative log-likelihood value.


[Package MSTest version 0.1.5 Index]