arch.univariate.base.ARCHModel.constraints¶
- ARCHModel.constraints() tuple[ndarray, ndarray] [source]¶
Construct linear constraint arrays for use in non-linear optimization
- Returns:¶
a (
numpy.ndarray
) – Number of constraints by number of parameters loading arrayb (
numpy.ndarray
) – Number of constraints array of lower bounds
Notes
Parameters satisfy a.dot(parameters) - b >= 0