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Log-likelihood Function

 

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Compute the log-likelihood function at initial or posterior mode parameter values. The function is plotted both for the incremental and the accumulated values.

 

Additional Information

A more detailed description the computation of the log-likelihood function via the standard Kalman filter and the square root filter can be found in Sections 5.4 and 5.12 of the YADA Manual.

 

 


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