statsmodels.tsa.statespace.mlemodel.MLEModel.transform_jacobian¶
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MLEModel.
transform_jacobian
(unconstrained)[source]¶ Jacobian matrix for the parameter transformation function
Parameters: unconstrained : array_like
Array of unconstrained parameters used by the optimizer.
Returns: jacobian : array
Jacobian matrix of the transformation, evaluated at unconstrained
See also
Notes
This is a numerical approximation.