logLike_VARmdl {MSTest} | R Documentation |
Vector autoregressive log-likelihood objective function
Description
This function computes the log-likelihood for a vector autoregressive model.
Usage
logLike_VARmdl(theta, mdl)
Arguments
theta |
Vector of model parameters. |
mdl |
List with model attributes. |
Value
Log-likelihood value.
[Package MSTest version 0.1.5 Index]