KalmanFilter.loglike()

statsmodels.tsa.statespace.kalman_filter.KalmanFilter.loglike

KalmanFilter.loglike(loglikelihood_burn=None, **kwargs) [source]

Calculate the loglikelihood associated with the statespace model.

Parameters:	loglikelihood_burn : int, optional The number of initial periods during which the loglikelihood is not recorded. Default is 0. **kwargs Additional keyword arguments to pass to the Kalman filter. See KalmanFilter.filter for more details.
Returns:	loglike : float The joint loglikelihood.