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.