statsmodels.tsa.statespace.structural.UnobservedComponents.update

UnobservedComponents.update(params, **kwargs)

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 of parameters.

Return type:

array_like

Notes

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