statsmodels.multivariate.factor.Factor.loglike

Factor.loglike(par)

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.