code: def update_direct(self, obs_cov, state_cov_diag):
      self["obs_cov"] = obs_cov
      self[self._state_cov_ix] = state_cov_diag
  
file_path: statsmodels/statsmodels/tsa/statespace/tests/test_cfa_tvpvar.py
imports: import os
  import numpy
  import pandas
  from numpy.testing import assert_allclose
  from statsmodels import datasets
  from statsmodels.tools import add_constant
  from statsmodels.tsa.tsatools import lagmat
  from statsmodels.tsa.statespace import mlemodel
label_desc: Use image node_id 3 for calling the TVPVAR obj's underlying member method code with example usage: obj.update_direct(obs_cov, state_cov_diag) without return types