statsmodels.tsa.statespace.mlemodel.MLEModel.score_obs

method

MLEModel.score_obs(params, method='approx', transformed=True, 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

scorearray

Score per observation, evaluated at params.

Notes

This is a numerical approximation, calculated using first-order complex step differentiation on the loglikeobs method.