statsmodels.base.optimizer._fit_lbfgs¶
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statsmodels.base.optimizer._fit_lbfgs(f, score, start_params, fargs, kwargs, disp=True, maxiter=100, callback=None, retall=False, full_output=True, hess=None)[source]¶ Fit model using L-BFGS algorithm
- Parameters
- f
function Returns negative log likelihood given parameters.
- score
function Returns gradient of negative log likelihood with respect to params.
- f
Notes
Within the mle part of statsmodels, the log likelihood function and its gradient with respect to the parameters do not have notationally consistent sign.