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statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.untransform_params

DynamicFactor.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 of unconstrained parameters used by the optimizer.
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.statespace.dynamic_factor.DynamicFactor.untransform_params.html