statsmodels.tsa.statespace.varmax.VARMAX.update

VARMAX.update(params, transformed=True, includes_fixed=False, complex_step=False)

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. Default is True.

includes_fixedbool, optional

Whether or not params includes the fixed parameters in their location in the parameter vector, in addition to the free parameters. Default is False.

complex_stepbool, optional

Whether or not the current run is because of a complex step differentiation. Default is False.