// (c) The BioChemical Library (BCL) was originally developed by contributing members of the Meiler Lab @ Vanderbilt University. // (c) // (c) The BCL is now made available as an open-source software ...

%This function gets called every time the likelihood is evaluated. %Try to keep this funciton as efficient as possible because it gets %called thousands of times.

In this example, the log likelihood function of the SSM is computed using prediction error decomposition. The annual real GNP series, y t, can be decomposed as where ...

Negative Log-Likelihoodとは？ Negative Log-Likelihood（負の対数尤度）は、統計学や機械学習でモデルの適合度を評価するためによく使用される指標です。特に、確率モデルがデータをどれだけうまく説明しているかを測るために利用されます。 Pythonで、Negative Log ...