DynamicFactor.score_obs(params, method='approx', transformed=True, approx_complex_step=None, approx_centered=False, **kwargs)
Compute the score per observation, evaluated at params
Parameters: |
|
---|---|
Returns: |
score – Score per observation, evaluated at |
Return type: |
array |
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.dynamic_factor.DynamicFactor.score_obs.html