UnobservedComponents.score_obs()

statsmodels.tsa.statespace.structural.UnobservedComponents.score_obs

UnobservedComponents.score_obs(params, method='approx', transformed=True, approx_complex_step=None, approx_centered=False, **kwargs)

Compute the score per observation, evaluated at params

Parameters:	params : array_like Array of parameters at which to evaluate the score. **kwargs Additional arguments to the loglike method.
Returns:	score : array (nobs, k_vars) Score per observation, evaluated at params.

Notes

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