statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.score_obs

MarkovAutoregression.score_obs(params, transformed=True)

Compute the score per observation, evaluated at params

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.

© 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