MarkovSwitchingVARResult.filtered_prob#

MarkovSwitchingVARResult.filtered_prob: NDArray[float64]#: Pr(S_t = m | y_1..t), shape (nobs, M). Kept out of the repr.

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© 2026, Nikhil Sunder. Released under the MIT License. cultivars is an independent open-source project and is not affiliated with the Federal Reserve Bank of St. Louis; FRED® is a registered trademark of the Federal Reserve Bank of St. Louis.

cultivars 1.0.0a4 · built with Sphinx 9.1.0 and the PyData Sphinx Theme