statsmodels.regression.recursive_ls.RecursiveLS.update

RecursiveLS.update(params, **kwargs)

Update the parameters of the model

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

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