logLike_ARmdl {MSTest}R Documentation

Autoregressive log-likelihood objective function

Description

This function computes the log-likelihood for an autoregressive model.

Usage

logLike_ARmdl(theta, mdl)

Arguments

theta

Vector of model parameters.

mdl

List with model attributes.

Value

Log-likelihood value.


[Package MSTest version 0.1.5 Index]