statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.loglike
-
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.
- Returns:
- loglike
float
The joint loglikelihood.
Last update:
Oct 29, 2024