Grocer Function

NAME

filter_like - Kalman filter log-likelihood

CALLING SEQUENCE

[llik]=filter_like(param,func,y,x,F,z)

PARAMETERS

Input

Output

DESCRIPTION

Generates model loglikelihood in a kalman model:

EXAMPLE

Filter_like is used by the function kalman:
oresult = maxlik(filter_like,grocer_param,grocer_func,grocer_y,grocer_x,grocer_F, varargin(:))

AUTHOR

Eric Dubois 2002