statsmodels.tsa.vector_ar.svar_model.SVAR.score#
- SVAR.score(AB_mask)[source]#
Return the gradient of the loglike at AB_mask
- Parameters:
- AB_maskarray_like
Concatenated unknown values of the A and B matrices.
Notes
Return numerical gradient
Return the gradient of the loglike at AB_mask
Concatenated unknown values of the A and B matrices.
Notes
Return numerical gradient