6.7.10.1.9. statsmodels.sandbox.regression.tools.tstd_dlldy

statsmodels.sandbox.regression.tools.tstd_dlldy(y, df)

derivative of log pdf of standardized t with respect to y

Parameters:

y : array_like

data points of random variable at which loglike is evaluated

df : array_like

degrees of freedom,shape parameters of log-likelihood function of t distribution

Returns:

dlldy : array

derivative of loglikelihood wrt random variable y evaluated at the points given in y

Notes

parameterized for garch, standardized to variance=1