4.1.2.2.1.1.3. statsmodels.base._constraints.TransformRestriction.reduce

TransformRestriction.reduce(params)

transform from the full to the reduced parameter space

Parameters:

params : array_like

parameters or data in the original space

Returns:

params_reduced : array_like

parameters in the transformed space

This transform can be applied to the original parameters as well

as to the data. If params is 2-d, then each row is transformed.