MarkovRegression.loglikeobs()
statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.loglikeobs
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MarkovRegression.loglikeobs(params, transformed=True)
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Loglikelihood evaluation for each period
Parameters: params : array_like
Array of parameters at which to evaluate the loglikelihood 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_regression.MarkovRegression.loglikeobs.html