statsmodels.tsa.statespace.mlemodel.MLEModel.score

MLEModel.score(params, *args, **kwargs) [source]

Compute the score function at params.

Parameters:	params (array_like) – Array of parameters at which to evaluate the score. args – Additional positional arguments to the loglike method. kwargs – Additional keyword arguments to the loglike method.
Returns:	score – Score, evaluated at params.
Return type:	array

Notes

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

Both *args and **kwargs are necessary because the optimizer from fit must call this function and only supports passing arguments via *args (for example scipy.optimize.fmin_l_bfgs).