statsmodels.tsa.statespace.mlemodel.MLEModel.transform_params

MLEModel.transform_params(unconstrained)[source]

Transform unconstrained parameters used by the optimizer to constrained parameters used in likelihood evaluation

Parameters

unconstrained (array_like) – Array of unconstrained parameters used by the optimizer, to be transformed.

Returns

constrained – Array of constrained parameters which may be used in likelihood evalation.

Return type

array_like

Notes

This is a noop in the base class, subclasses should override where appropriate.