logLike_MSVARmdl_min function

Markov-switching vector autoregressive log-likelihood objective function (minimization version)

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

logLike_MSVARmdl_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.