The final estimate for -2\ln(L), where L is equal to the likelihood function evaluated using the final parameter estimates.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public double Likelihood { get; }
Visual Basic (Declaration)
Public ReadOnly Property Likelihood As Double
Visual C++
public:
property double Likelihood {
	double get ();
}

Field Value

A double scalar equal to the log likelihood function, -2\ln(L).

Exceptions

ExceptionCondition
Imsl.Stat..::.NonStationaryException is thrown if the final maximum likelihood estimates for the time series are nonstationary.
Imsl.Stat..::.NonInvertibleException is thrown if the final maximum likelihood estimates for the time series are noninvertible.
Imsl.Stat..::.InitialMAException is thrown if the initial values provided for the moving average terms using SetMA are noninvertible. In this case, ARMAMaxLikelihood terminates and does not compute the time series estimates.

See Also