get_minval

<p>a matrix or class <code>'ts'</code> object with <code>d&gt;1</code> columns. Each column is taken to represent
a single time series. <code>NA</code> values are not supported.</p>

data

<p><code>get_minval</code> returns the default smallest allowed log-likelihood for given data.</p>

Unconstrained and constrained maximum likelihood estimation of structural and reduced form
Gaussian mixture vector autoregressive (GMVAR) model, quantile residual tests, graphical diagnostics,
simulations, forecasting, and estimation of generalized impulse response function.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
Savi Virolainen (2020) <arXiv:2007.04713>.

Savi Virolainen

get_minval: Returns the default smallest allowed log-likelihood for given data.

Description

Usage

Arguments

Value

Details

See Also