GLSAR.loglike(params)
Returns the value of the Gaussian log-likelihood function at params.
Given the whitened design matrix, the log-likelihood is evaluated at the parameter vector params
for the dependent variable endog
.
Parameters: | params (array-like) – The parameter estimates |
---|---|
Returns: | loglike – The value of the log-likelihood function for a GLS Model. |
Return type: | float |
The log-likelihood function for the normal distribution is
Y and Y-hat are whitened.
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.regression.linear_model.GLSAR.loglike.html