statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.transform_params

MarkovAutoregression.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