statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.untransform_params

MarkovAutoregression.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