statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.untransform_params¶
- MarkovRegression.untransform_params(constrained)[source]¶
Transform constrained parameters used in likelihood evaluation to unconstrained parameters used by the optimizer
- Parameters:
constrained (array_like) – Array of constrained parameters used in likelihood evaluation, to be transformed.
- Returns:
unconstrained – Array of unconstrained parameters used by the optimizer.
- Return type:
array_like
