logLik.MSVARmdl function

Log likelihood for Markov-switching vector autoregressive model

This function is used to compute the log-likelihood for a Markov-switching vector autoregressive model.

## S3 method for class 'MSVARmdl'
logLik(object, ...)

Arguments

• object: any object from which a log-likelihood value, or a contribution to a log-likelihood value, can be extracted.
• ...: some methods for this generic function require additional arguments.

Returns

Log-likelihood value.