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

MarkovRegression.loglikeobs(params, transformed=True)¶

Loglikelihood evaluation for each period

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.