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.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double LogLikelihood { get; }
Public ReadOnly Property LogLikelihood As Double
Get
public:
property double LogLikelihood {
double get ();
}
member LogLikelihood : float with get
Property Value
Type:
Double
A
double scalar containing the value of Log-likelihood
function evaluated at the estimated parameter array.
See Also