statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.untransform_params

MarkovAutoregression.untransform_params(constrained)

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 evalution, to be transformed.

Returns:

unconstrained : array_like

Array of unconstrained parameters used by the optimizer.