statsmodels.regression.recursive_ls.RecursiveLS.transform_params¶
- RecursiveLS.transform_params(unconstrained)¶
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.