statsmodels.miscmodels.tmodel.TLinearModel.expandparams

TLinearModel.expandparams(params)

expand to full parameter array when some parameters are fixed

Parameters:
paramsndarray

reduced parameter array

Returns:
paramsfullndarray

expanded parameter array where fixed parameters are included

Notes

Calling this requires that self.fixed_params and self.fixed_paramsmask are defined.

developer notes:

This can be used in the log-likelihood to …

this could also be replaced by a more general parameter transformation.