statsmodels.tsa.ar_model.AR.score

AR.score(params) [source]

Return the gradient of the loglikelihood at params.

Parameters: params (array-like) – The parameter values at which to evaluate the score function.

Notes

Returns numerical gradient.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.ar_model.AR.score.html