statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.loglike

SimulationSmoother.loglike(**kwargs)

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: Jun 14, 2024