statsmodels.regression.recursive_ls.RecursiveLS.update

method

RecursiveLS.update(params, **kwargs)

Update the parameters of the model

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

Parameters

paramsarray_like

Array of new parameters.

transformedboolean, optional

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

Returns

paramsarray_like

Array of parameters.