statsmodels.regression.recursive_ls.RecursiveLS.update

RecursiveLS.update(params, **kwargs)

Update the parameters of the model

Updates the representation matrices to fill in the new parameter values.

Parameters:

params : array_like

Array of new parameters.

transformed : boolean, optional

Whether or not params is already transformed. If set to False, transform_params is called. Default is True..

Returns:

params : array_like

Array of parameters.