SARIMAX.score(params, *args, **kwargs)
Compute the score function at params.
Parameters: |
|
---|---|
Returns: |
score – Score, evaluated at |
Return type: |
array |
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
).
© 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.sarimax.SARIMAX.score.html