statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.initialize_known#
- MarkovRegression.initialize_known(probabilities, tol=1e-08)#
Set initialization of regime probabilities to use known values
- Parameters:
- probabilitiesarray_like
Array of initial probabilities for each regime, of shape (k_regimes,). Must sum to one.
- tol
float,optional The tolerance to use when checking that probabilities sums to one. Default is 1e-8.