DynamicFactor.transform_params()
statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.transform_params
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DynamicFactor.transform_params(unconstrained)
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Transform unconstrained parameters used by the optimizer to constrained parameters used in likelihood evaluation
Parameters: unconstrained : array_like
Array of unconstrained parameters used by the optimizer, to be transformed.
Returns: constrained : array_like
Array of constrained parameters which may be used in likelihood evalation.
Notes
Constrains the factor transition to be stationary and variances to be positive.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.transform_params.html