statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.transform_params¶
-
MarkovRegression.
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.