statsmodels.multivariate.factor.Factor.score¶

Factor.score(par)[source]¶

Evaluate the score function (first derivative of loglike).

Parameters:¶

parndarray or tuple of 2 ndarray’s

The model parameters, either a packed representation of the model parameters or a 2-tuple containing a k_endog x n_factor matrix of factor loadings and a k_endog vector of uniquenesses.

Returns:¶

ndarray

The score function evaluated at par.