DynamicFactor.loglike()

statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.loglike

DynamicFactor.loglike(params, *args, **kwargs)

Loglikelihood evaluation

Parameters:

Parameters:	params : array_like Array of parameters at which to evaluate the loglikelihood function. transformed : boolean, optional Whether or not `params` is already transformed. Default is True. kwargs Additional keyword arguments to pass to the Kalman filter. See `KalmanFilter.filter` for more details.

params : array_like

Array of parameters at which to evaluate the loglikelihood function.

transformed : boolean, optional

Whether or not params is already transformed. Default is True.

kwargs

Additional keyword arguments to pass to the Kalman filter. See KalmanFilter.filter for more details.