statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.score_obs

MarkovAutoregression.score_obs(params, transformed=True)

Compute the score per observation, evaluated at params

Parameters:

• params (array_like) – Array of parameters at which to evaluate the score function.
• transformed (boolean, optional) – Whether or not params is already transformed. Default is True.