KalmanSmoother.loglike(**kwargs)
Calculate the loglikelihood associated with the statespace model.
Parameters: |
**kwargs – Additional keyword arguments to pass to the Kalman filter. See KalmanFilter.filter for more details. |
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Returns: | loglike – The joint loglikelihood. |
Return type: | float |
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.loglike.html