Jacobian: Compute the Jacobian matrix of a vector valued function of one or more variables. Hessian: Compute the Hessian matrix of all 2nd partial derivatives of a scalar function of one or more variables. Hessdiag: Compute only the diagonal elements of the Hessian matrix ...
def jac_predict(self, params): '''jacobian of prediction function using complex step derivative This assumes that the predict function does not use complex variable but is designed to do so. ''' from statsmodels.tools.numdiff import approx_fprime_cs jaccs_err = approx_fprime_cs(params, ...