statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.loglike¶
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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.