logLike_HMmdl_min function

Hidden Markov model log-likelihood function (minimization version)

This function computes the (negative) log-likelihood for a markov-switching autoregressive model.

logLike_HMmdl_min(theta, mdl, k)

Arguments

• theta: Vector of model parameters.
• mdl: List with model attributes.
• k: integer determining the number of regimes.

Returns

Negative log-likelihood value.