logLik function

Extract Log-Likelihood

Extract the log likelihood of the model at the estimated optimal parameter values.

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

Arguments

• object: an object of class tsgarch.estimate .
• ...: not currently used.

Returns

An object of class logLik with attributes for nobs and df . The latter is equal to the number of estimated parameters plus 1 (the variance initialization value).