statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.untransform_params#
- MarkovRegression.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.