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DynamicFactor.score_obs()

statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.score_obs

DynamicFactor.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:

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