statsmodels.tsa.statespace.mlemodel.MLEModel.score_obs¶
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MLEModel.
score_obs
(params, **kwargs)[source]¶ Compute the score per observation, evaluated at params
Parameters: params : array_like
Array of parameters at which to evaluate the score.
*args, **kwargs :
Additional arguments to the loglike method.
Returns: score : array (nobs, k_vars)
Score per observation, evaluated at params.
Notes
This is a numerical approximation, calculated using first-order complex step differentiation on the loglikeobs method.