statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.loglike

MarkovAutoregression.loglike(params, transformed=True)

Loglikelihood evaluation

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: Nov 14, 2024