arch.univariate.recursions_python.VolatilityUpdater.initialize_update¶
- abstract VolatilityUpdater.initialize_update(parameters: ndarray, backcast: float | ndarray, nobs: int) None [source]¶
Initialize the recursion prior to calling update
- Parameters:¶
Notes
This function is called once per likelihood evaluation and can be used to pre-compute expensive parameter transformations that do not change with each call to
update
.