statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.transform_params¶
-
DynamicFactor.
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.
Notes
Constrains the factor transition to be stationary and variances to be positive.