statsmodels.tsa.statespace.structural.UnobservedComponents.update¶
method
-
UnobservedComponents.update(params, **kwargs)[source]¶ Update the parameters of the model
- 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.
Notes
Since Model is a base class, this method should be overridden by subclasses to perform actual updating steps.