statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.loglikeobs¶
- MarkovAutoregression.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.