arch.univariate.ARCHInMean.constraints

ARCHInMean.constraints() → tuple[ndarray, ndarray]

Construct linear constraint arrays for use in non-linear optimization

Returns:

  • a (numpy.ndarray) – Number of constraints by number of parameters loading array

  • b (numpy.ndarray) – Number of constraints array of lower bounds

Notes

Parameters satisfy a.dot(parameters) - b >= 0