statsmodels.tsa.statespace.mlemodel.MLEModel.update#
- MLEModel.update(params, transformed=True, includes_fixed=False, complex_step=False)[source]#
Update the parameters of the model
- Parameters:
- paramsarray_like
Array of new parameters.
- transformedbool,
optional Whether or not params is already transformed. If set to False, transform_params is called. Default is True.
- includes_fixedbool,
optional If parameters were previously fixed with the fix_params method, this argument describes whether or not params also includes the fixed parameters, in addition to the free parameters. Default is False.
- complex_stepbool,
optional Whether or not the update is part of a complex-step differentiation approximation. Default is False.
- Returns:
- paramsarray_like
Array of parameters.
Notes
Since Model is a base class, this method should be overridden by subclasses to perform actual updating steps.