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:¶

loglikefloat

The joint loglikelihood.