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
loglike : float
The joint loglikelihood.