MarkovAutoregression.score_obs()

statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.score_obs

MarkovAutoregression.score_obs(params, transformed=True)

Compute the score per observation, evaluated at params

Parameters:

Parameters:	params : array_like Array of parameters at which to evaluate the score function. transformed : boolean, optional Whether or not `params` is already transformed. Default is True.

params : array_like

Array of parameters at which to evaluate the score function.

transformed : boolean, optional

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

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.score_obs.html