VARMAX.score()
statsmodels.tsa.statespace.varmax.VARMAX.score
-
VARMAX.score(params, *args, **kwargs)
-
Compute the score function at params.
Parameters: params : array_like
Array of parameters at which to evaluate the score.
args
Additional positional arguments to the
loglike
method.kwargs
Additional keyword arguments to the
loglike
method.Returns: score : array
Score, evaluated at
params
.Notes
This is a numerical approximation, calculated using first-order complex step differentiation on the
loglike
method.Both *args and **kwargs are necessary because the optimizer from
fit
must call this function and only supports passing arguments via *args (for examplescipy.optimize.fmin_l_bfgs
).
© 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.varmax.VARMAX.score.html