logLike_MSVARmdl {MSTest} | R Documentation |
Markov-switching vector autoregressive log-likelihood objective function
Description
This function computes the log-likelihood for a markov-switching vector autoregressive model.
Usage
logLike_MSVARmdl(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]