statsmodels.tsa.exponential_smoothing.ets.ETSModel.score#
- ETSModel.score(params, approx_centered=False, approx_complex_step=True, **kwargs)[source]#
Score vector of the likelihood function, evaluated at the given parameters
- Parameters:
- paramsarray_like
Array of parameters at which to evaluate the score.
- approx_centeredbool,
optional Whether to use a centered scheme for finite difference approximation
- approx_complex_stepbool,
optional Whether to use complex step differentiation for approximation
- **kwargs
Additional keyword arguments, including
method, which may be used to specify the score calculation method.
- Returns:
- score
ndarray Score vector evaluated at params
- score
Notes
This is a numerical approximation.