statsmodels.tsa.vector_ar.svar_model.SVAR.score¶
- SVAR.score(AB_mask)[source]¶
Return the gradient of the loglike at AB_mask.
- Parameters:¶
- AB_mask
unknown
values
of
A
and
B
matrix
concatenated
- AB_mask
Notes
Return numerical gradient
Last update:
Oct 29, 2024