statsmodels.tsa.statespace.kalman_filter.KalmanFilter.loglike¶ KalmanFilter.loglike(**kwargs)[source]¶ Calculate the loglikelihood associated with the statespace model. Parameters:¶ **kwargsAdditional keyword arguments to pass to the Kalman filter. See KalmanFilter.filter for more details. Returns:¶ loglikefloatThe joint loglikelihood. Last update: Oct 29, 2024