statsmodels.tsa.statespace.structural.UnobservedComponents.update

UnobservedComponents.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.

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.


Last update: Feb 14, 2024