statsmodels.miscmodels.tmodel.TLinearModel.expandparams

TLinearModel.expandparams(params)

expand to full parameter array when some parameters are fixed

Parameters

paramsndarray

reduced parameter array

Returns

paramsfullndarray

expanded parameter array where fixed parameters are included

Notes

Calling this requires that self.fixed_params and self.fixed_paramsmask are defined.

developer notes:

This can be used in the log-likelihood to …

this could also be replaced by a more general parameter transformation.