statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ.update

DynamicFactorMQ.update(params, **kwargs)[source]

Update the parameters of the model.

Parameters:
  • params (array_like) – Array of new parameters.

  • transformed (bool, optional) – Whether or not params is already transformed. If set to False, transform_params is called. Default is True.