statsmodels.multivariate.factor.Factor.score

Factor.score(par)

Evaluate the score function (first derivative of loglike).

Parameters:

par (ndarray 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:

The score function evaluated at par.

Return type:

ndarray