statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ.untransform_params

DynamicFactorMQ.untransform_params(constrained)

Transform parameters from model space to optimizer space.

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 of unconstrained parameters used by the optimizer.

Return type:

array_like