'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`
Notes
This is a numerical approximation using finite differences. Note that
in general complex step methods cannot be used because it is not
guaranteed that the `transform_params` method is a real function (e.g.
if Cholesky decomposition is used).
See Also
transform_params'

def transform_jacobian(self, unconstrained, approx_centered=False):

    return approx_fprime(unconstrained, self.transform_params, centered=approx_centered)
