statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.loglikeobs¶
-
MarkovAutoregression.loglikeobs(params, transformed=
True
)¶ Loglikelihood evaluation for each period
- Parameters:¶
- paramsarray_like
Array of parameters at which to evaluate the loglikelihood function.
- transformedbool,
optional
Whether or not params is already transformed. Default is True.
Last update:
Oct 29, 2024