statsmodels.tsa.statespace.varmax.VARMAX.untransform_params¶
-
VARMAX.
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 evaluation, to be transformed.
- Returns
unconstrained : array_like
Array of unconstrained parameters used by the optimizer.