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scikits.statsmodels.sandbox.distributions.extras.ACSkewT_gen.nnlf

ACSkewT_gen.nnlf(theta, x)

Negative log likelihood function.

This function should be minimized to produce maximum likelihood estimates (MLE).

Returns :

nnlf : float

For an array of x values, this reeturns the sum (along axis=0) of the log-likelihood (i.e. assumes independent observations).

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