statsmodels.base.optimizer._fit_lbfgs

statsmodels.base.optimizer._fit_lbfgs(f, score, start_params, fargs, kwargs, disp=True, maxiter=100, callback=None, retall=False, full_output=True, hess=None)

Fit model using L-BFGS algorithm

Parameters

ffunction

Returns negative log likelihood given parameters.

scorefunction

Returns gradient of negative log likelihood with respect to params.

Notes

Within the mle part of statsmodels, the log likelihood function and its gradient with respect to the parameters do not have notationally consistent sign.