statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.transform_params¶
- MarkovAutoregression.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.