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AR fit with bfgs: large score #990
I tried to switch TestARMLEConstant to use bfgs
I also tried gtol=1e-9
The results are further away from the reference numbers in the unittest than using the default l_bfgs_b
The score is very large, independent of gtol
I'm not sure there is an issue here. Working fine here, so closing. Tests pass with gtol = 1e-14 and an adjustment for too strict rtol added in the predict tests. One possible improvement though would be to use approx_fprime_cs, but I don't think it's too necessary given that ARMA should be more robust.