statsmodels.tsa.statespace.mlemodel.MLEModel.update

MLEModel.update(params, transformed=True, complex_step=False)[source]

Update the parameters of the model

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.

Notes

Since Model is a base class, this method should be overridden by subclasses to perform actual updating steps.