logLike_MSARXmdl_min {MSTest} | R Documentation |
Markov-switching ARX log-likelihood objective function (minimization version)
Description
This function computes the (negative) log-likelihood for a markov-switching ARX model.
Usage
logLike_MSARXmdl_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]