statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ.untransform_params#
- DynamicFactorMQ.untransform_params(constrained)[source]#
Transform parameters from model space to optimizer space
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.