statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ.transform_params

DynamicFactorMQ.transform_params(unconstrained)

Transform parameters from optimizer space to model space.

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 evaluation.

Return type:

array_like