Click or drag to resize
GARCHLogLikelihood Property
Returns the value of Log-likelihood function evaluated at the estimated parameter array. Note that the Compute method must be invoked first before invoking this method. Otherwise, the return value is 0.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public double LogLikelihood { get; }

Property Value

Type: Double
A double scalar containing the value of Log-likelihood function evaluated at the estimated parameter array.
See Also