statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.transform_params¶
method
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MarkovAutoregression.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 evalation.