statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.transform_params

MarkovAutoregression.transform_params(unconstrained)

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_like

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