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statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.transform_params

MarkovRegression.transform_params(unconstrained) [source]

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 of constrained parameters which may be used in likelihood evalation.
Return type: array_like

© 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.regime_switching.markov_regression.MarkovRegression.transform_params.html