3.7.5.1.8. statsmodels.miscmodels.try_mlecov.mvn_nloglike_obs

statsmodels.miscmodels.try_mlecov.mvn_nloglike_obs(x, sigma)[source]

loglike multivariate normal

assumes x is 1d, (nobs,) and sigma is 2d (nobs, nobs)

brute force from formula no checking of correct inputs use of inv and log-det should be replace with something more efficient