statsmodels.tsa.statespace.mlemodel.MLEModel.score_obs

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 – Score per observation, evaluated at params.
Return type:	array

Notes

This is a numerical approximation, calculated using first-order complex step differentiation on the loglikeobs method.