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:¶

constrained : array_like¶

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

Returns:¶

unconstrained – Array of unconstrained parameters used by the optimizer.

Return type:¶

array_like