Update the parameters of the model
Updates the representation matrices to fill in the new parameter values.
Parameters: | params : array_like
transformed : boolean, optional
|
---|---|
Returns: | params : array_like
|
Notes
Let n = k_endog, m = k_factors, and p = factor_order. Then the params vector has length [n imes m] + [n] + [m^2 imes p]. It is expanded in the following way: