statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.loglikeobs¶

MarkovRegression.loglikeobs(params, transformed=True)¶

Loglikelihood evaluation for each period

Parameters:¶

params : array_like¶

Array of parameters at which to evaluate the loglikelihood function.

transformed : bool, optional¶

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