6.7.10.1.10. statsmodels.sandbox.regression.tools.tstd_lls

statsmodels.sandbox.regression.tools.tstd_lls(y, params, df)

t loglikelihood given observations and mean mu and variance sigma2 = 1

Parameters:

y : array, 1d

normally distributed random variable

params: array, (nobs, 2)

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

df : integer

degrees of freedom of the t distribution

Returns:

lls : array

contribution to loglikelihood for each observation

Notes

parameterized for garch