tsa.var imports from numdifftools
Bug #654606 reported by
Skipper Seabold
This bug affects 1 person
| Affects | Status | Importance | Assigned to | Milestone | |
|---|---|---|---|---|---|
| statsmodels |
New
|
Undecided
|
Unassigned | ||
Bug Description
tsa/var.py currently imports Jacobian and Hessian from numdifftools. Should we include numdifftools or go ahead and use the versions that we have in the sandbox?
Strictly speaking neither is necessary as the solvers don't require the score and hessian methods, but they will if we want to inherit from LikelihoodModel.
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