statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.loglike

KalmanSmoother.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 – The joint loglikelihood.
Return type:	float