statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.score_obs

MarkovAutoregression.score_obs(params, transformed=True)

Compute the score per observation, evaluated at params

Parameters:
paramsarray_like

Array of parameters at which to evaluate the score function.

transformedbool, optional

Whether or not params is already transformed. Default is True.


Last update: Jun 14, 2024