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statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.untransform_params

MarkovRegression.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_like

Array of unconstrained parameters used by the optimizer.

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