Returns the value of the gaussian loglikelihood function at params.
Given the whitened design matrix, the loglikelihood is evaluated at the parameter vector params for the dependent variable Y.
Parameters : | params : array-like
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Returns : | The value of the loglikelihood function for a WLS Model. : |
Notes
-\frac{n}{2}\log\left(Y-\hat{Y}\right)-\frac{n}{2}\left(1+\log\left(\frac{2\pi}{n}\right)\right)-\frac{1}{2}log\left(\left|W\right|\right)
where W is a diagonal matrix