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
constrained : array_like
Array of constrained parameters used in likelihood evaluation, to be transformed.
- Returns
unconstrained : array_like
Array of unconstrained parameters used by the optimizer.