arch.univariate.base.ARCHModel.constraints

ARCHModel.constraints()[source]

Construct linear constraint arrays for use in non-linear optimization

Return type

Tuple[ndarray, ndarray]

Returns

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

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

Notes

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