statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ.score_obs¶
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DynamicFactorMQ.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.