statsmodels.multivariate.factor.Factor.loglike¶

Factor.loglike(par)[source]¶

Evaluate the log-likelihood function.

Parameters:¶

parndarray or tuple of 2 ndarray’s

The model parameters, either a packed representation of the model parameters or a 2-tuple containing a k_endog x n_factor matrix of factor loadings and a k_endog vector of uniquenesses.

Returns:¶

float

The value of the log-likelihood evaluated at par.