statsmodels.tsa.statespace.mlemodel.MLEModel.score

MLEModel.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 – Score, evaluated at params.

Return type:

ndarray

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 example scipy.optimize.fmin_l_bfgs).