statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ.transform_params

DynamicFactorMQ.transform_params(unconstrained)

Transform parameters from optimizer space to model space.

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.