MS_Var_Likelihood {MSVAR} | R Documentation |
MS_Var
This is the likelihood function for the Markov Switching
VAR which is minimized by nlminb.
MS_Var_Likelihood(params)
params |
A Vector of Initial Parameter estimates |
a scalar:
LL |
sum of log likelihood for the model |
James Eustace james.eustace@omam.co.uk