MarkovRegression.untransform_params()

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 evalution, to be transformed.
Returns:	unconstrained : array_like Array of unconstrained parameters used by the optimizer.