statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ.untransform_params

DynamicFactorMQ.untransform_params(constrained)

Transform parameters from model space to optimizer space.

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.