statsmodels.tsa.statespace.mlemodel.MLEModel.untransform_params

MLEModel.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.

Notes

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


Last update: Feb 14, 2024