statsmodels.tsa.statespace.varmax.VARMAX.transform_params¶
- VARMAX.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
Constrains the factor transition to be stationary and variances to be positive.