statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.untransform_params

MarkovAutoregression.untransform_params(constrained)[source]

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

Parameters:
constrainedarray_like

Array of constrained parameters used in likelihood evaluation, to be transformed.

Returns:
unconstrainedarray_like

Array of unconstrained parameters used by the optimizer.


Last update: Jun 14, 2024