statsmodels.tsa.statespace.mlemodel.MLEModel.transform_params

MLEModel.transform_params(unconstrained)[source]

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

Parameters:
unconstrainedarray_like

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

Returns:
constrainedarray_like

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

Notes

This is a noop in the base class, subclasses should override where appropriate.


Last update: Jun 14, 2024