statsmodels.regression.process_regression.ProcessMLE.loglike

ProcessMLE.loglike(params)[source]

Calculate the log-likelihood function for the model.

Parameters:
paramsarray_like

The packed parameters for the model.

Returns:
The log-likelihood value at the given parameter point.

Notes

The mean, scaling, and smoothing parameters are packed into a vector. Use unpack to access the component vectors.


Last update: Feb 14, 2024