statsmodels.regression.recursive_ls.RecursiveLS.update#
- RecursiveLS.update(params, **kwargs)[source]#
Update the parameters of the model
Updates the representation matrices to fill in the new parameter values.
- 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.
- **kwargs
Additional keyword arguments passed to the state space update method.
- Returns:
- paramsarray_like
Array of parameters.