MLEModel.score_obs()
statsmodels.tsa.statespace.mlemodel.MLEModel.score_obs
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MLEModel.score_obs(params, method='approx', transformed=True, approx_complex_step=None, approx_centered=False, **kwargs)
[source] -
Compute the score per observation, evaluated at params
Parameters: params : array_like
Array of parameters at which to evaluate the score.
**kwargs
Additional arguments to the
loglike
method.Returns: score : array (nobs, k_vars)
Score per observation, evaluated at
params
.Notes
This is a numerical approximation, calculated using first-order complex step differentiation on the
loglikeobs
method.
© 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.statespace.mlemodel.MLEModel.score_obs.html