statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.untransform_params¶
method
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MarkovAutoregression.untransform_params(constrained)[source]¶ Transform constrained parameters used in likelihood evaluation to unconstrained parameters used by the optimizer
- Parameters
- constrainedarray_like
Array of constrained parameters used in likelihood evalution, to be transformed.
- Returns
- unconstrainedarray_like
Array of unconstrained parameters used by the optimizer.