statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.untransform_params

DynamicFactor.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: May 25, 2024