arch.univariate.GeneralizedError.constraints¶

GeneralizedError.constraints() → tuple[ndarray[tuple[int, ...], dtype[float64]], ndarray[tuple[int, ...], dtype[float64]]][source]¶

Construct arrays to use in constrained optimization.

Returns:¶

• A (numpy.ndarray) – Constraint loadings

• b (numpy.ndarray) – Constraint values

Notes

Parameters satisfy the constraints A.dot(parameters)-b >= 0