statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ.transform_params¶

DynamicFactorMQ.transform_params(unconstrained)[source]¶

Transform parameters from optimizer space to model space.

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

Parameters:¶

unconstrained : array_like¶

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

Returns:¶

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

Return type:¶

array_like