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.


Last update: Apr 18, 2024