statsmodels.regression.recursive_ls.RecursiveLS.untransform_params¶

RecursiveLS.untransform_params(constrained)¶

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.

Notes

This is a noop in the base class, subclasses should override where appropriate.