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    arch.univariate.Normal.constraints¶

    Normal.constraints() → tuple[ndarray[Any, dtype[float64]], ndarray[Any, 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

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