@krzysztofsztompka/garch
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    Function logLikelihood

    • Runs the variance recursion. Fills variance (length n) and, when given, contributions with each observation's log-likelihood; returns their sum.

      Parameters

      • returns: ArrayLike<number>
      • p: GarchParams
      • bc: number
      • variance: Float64Array
      • Optionalcontributions: Float64Array<ArrayBufferLike>
      • Optionalx: Exogenous

      Returns number