statsmodels.multivariate.factor.Factor.score

method

Factor.score(par)[source]

Evaluate the score function (first derivative of loglike).

Parameters
parndarray or tuple of 2 ndarray’s

The model parameters, either a packed representation of the model parameters or a 2-tuple containing a k_endog x n_factor matrix of factor loadings and a k_endog vector of uniquenesses.

Returns
scorendarray