statsmodels.regression.recursive_ls.RecursiveLS.untransform_params¶
-
RecursiveLS.
untransform_params
(constrained)¶ 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 evaluation, to be transformed.
- Returns
unconstrained : array_like
Array of unconstrained parameters used by the optimizer.
Notes
This is a noop in the base class, subclasses should override where appropriate.