Transform constrained parameters used in likelihood evaluation to unconstrained parameters used by the optimizer
Parameters: | constrained : array or list
error_variance : array
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Returns: | unconstrained : array
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Notes
Uses the list representation internally, even if an array is passed.
References
[R103] | Ansley, Craig F., and Robert Kohn. 1986. “A Note on Reparameterizing a Vector Autoregressive Moving Average Model to Enforce Stationarity.” Journal of Statistical Computation and Simulation 24 (2): 99-106. |