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:¶

constrainedarray_like

Array of constrained parameters used in likelihood evaluation, to be transformed.

Returns:¶

unconstrainedarray_like

Array of unconstrained parameters used by the optimizer.