statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.transform_params

MarkovAutoregression.transform_params(unconstrained)[source]

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

Parameters:
unconstrainedarray_like

Array of unconstrained parameters used by the optimizer, to be transformed.

Returns:
constrainedarray_like

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


Last update: Jun 14, 2024