statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.untransform_params

MarkovRegression.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 of unconstrained parameters used by the optimizer. Return type:array_like