statsmodels.tsa.statespace.mlemodel.MLEModel.transform_jacobian

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

transform_params

Notes

This is a numerical approximation.