statsmodels.tsa.statespace.varmax.VARMAX.untransform_params¶

VARMAX.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.