Method update

examples/python/statespace_custom_models.py:164–169

(self, params, **kwargs)

        return unconstrained

    def update(self, params, **kwargs):
        params = super(TVRegression, self).update(params, **kwargs)

        self["obs_intercept", 0, 0] = params[0]
        self["obs_cov", 0, 0] = params[1]
        self["state_cov"] = np.diag(params[2:4])


# ### And then estimate it with our custom model class