[Vars-commits] r99 - pkg/man

[noreply at r-forge.r-project.org]

Author: bpfaff
Date: 2013-07-21 16:35:42 +0200 (Sun, 21 Jul 2013)
New Revision: 99

Modified:
   pkg/man/logLik.Rd
Log:
Fixed log-lik formula


Modified: pkg/man/logLik.Rd
===================================================================
--- pkg/man/logLik.Rd	2013-07-21 14:06:57 UTC (rev 98)
+++ pkg/man/logLik.Rd	2013-07-21 14:35:42 UTC (rev 99)
@@ -35,7 +35,7 @@
 \details{
   The log-likelihood of a VAR or level-VECM model is defined as:
   \deqn{
-    \log l = - \frac{K T}{2} \log 2 \pi - \frac{T}{2} |\Sigma_u| -
+    \log l = - \frac{K T}{2} \log 2 \pi - \frac{T}{2} \log |\Sigma_u| -
     \frac{1}{2} tr (U \Sigma^{-1}_u U')
   }
   and for a SVAR / SVEC model the log-likelihood takes the form of: