Runs the log-variance recursion from lnBackcast. Fills variance (s_t) and, when given, contributions; returns the log-likelihood (−∞ when the recursion leaves the floating-point range).
lnBackcast
variance
contributions
Optional
Runs the log-variance recursion from
lnBackcast. Fillsvariance(s_t) and, when given,contributions; returns the log-likelihood (−∞ when the recursion leaves the floating-point range).