6.7.10.1.1. statsmodels.sandbox.regression.tools.locscale_grad

statsmodels.sandbox.regression.tools.locscale_grad(y, loc, scale, dlldy, *args)

derivative of log-likelihood with respect to location and scale

Parameters:

y : array_like

data points of random variable at which loglike is evaluated

loc : float

location parameter of distribution

scale : float

scale parameter of distribution

dlldy : function

derivative of loglikelihood fuction wrt. random variable x

args : array_like

shape parameters of log-likelihood function

Returns:

dlldloc : array

derivative of loglikelihood wrt location evaluated at the points given in y

dlldscale : array

derivative of loglikelihood wrt scale evaluated at the points given in y