statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.untransform_params

DynamicFactor.untransform_params(constrained)

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

Parameters:constrained (array_like) – Array of constrained parameters used in likelihood evalution, to be transformed. Returns:unconstrained – Array of unconstrained parameters used by the optimizer. Return type:array_like