statsmodels.tsa.statespace.exponential_smoothing.ExponentialSmoothing.score_obs¶
-
ExponentialSmoothing.score_obs(params, method=
'approx'
, transformed=True
, includes_fixed=False
, approx_complex_step=None
, approx_centered=False
, **kwargs)¶ Compute the score per observation, evaluated at params
- Parameters:¶
- paramsarray_like
Array of parameters at which to evaluate the score.
- **kwargs
Additional arguments to the loglike method.
- Returns:¶
- score
ndarray
Score per observation, evaluated at params.
- score
Notes
This is a numerical approximation, calculated using first-order complex step differentiation on the loglikeobs method.
Last update:
Oct 29, 2024