KalmanSmoother.loglike()
statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.loglike
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KalmanSmoother.loglike(loglikelihood_burn=None, **kwargs)
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Calculate the loglikelihood associated with the statespace model.
Parameters: loglikelihood_burn : int, optional
The number of initial periods during which the loglikelihood is not recorded. Default is 0.
**kwargs
Additional keyword arguments to pass to the Kalman filter. See
KalmanFilter.filter
for more details.Returns: loglike : float
The joint loglikelihood.
© 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