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:
Oct 29, 2024