6.7.10.1.4. statsmodels.sandbox.regression.tools.norm_lls

statsmodels.sandbox.regression.tools.norm_lls(y, params)[source]

normal loglikelihood given observations and mean mu and variance sigma2

Parameters:

y : array, 1d

normally distributed random variable

params: array, (nobs, 2)

array of mean, variance (mu, sigma2) with observations in rows

Returns:

lls : array

contribution to loglikelihood for each observation