Loglikelihood evaluation
Parameters: | params : array_like
transformed : boolean, optional
kwargs :
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See also
Notes
[R111] recommend maximizing the average likelihood to avoid scale issues; this is done automatically by the base Model fit method.
References
[R111] | (1, 2) Koopman, Siem Jan, Neil Shephard, and Jurgen A. Doornik. 1999. Statistical Algorithms for Models in State Space Using SsfPack 2.2. Econometrics Journal 2 (1): 107-60. doi:10.1111/1368-423X.00023. |