statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.loglike¶

SimulationSmoother.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.