DynamicFactor.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. |
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Returns: | constrained – Array of constrained parameters which may be used in likelihood evalation. |
Return type: | array_like |
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