statsmodels.tsa.statespace.mlemodel.MLEModel.score_obs

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.