statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.loglikeobs

MarkovAutoregression.loglikeobs(params, transformed=True)

Loglikelihood evaluation for each period

Parameters:

• params (array_like) – Array of parameters at which to evaluate the loglikelihood function.

• transformed (bool, optional) – Whether or not params is already transformed. Default is True.