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 : bool, optional¶

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