statsmodels.tsa.statespace.kalman_filter.KalmanFilter.loglike¶

KalmanFilter.loglike(**kwargs)[source]¶

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.