'Reverse the transformation'

def untransform_params(self, constrained):

    constrained = np.array(constrained, ndmin=1)
    unconstrained = np.zeros(constrained.shape, dtype=constrained.dtype)
    offset = (self.k_obs_cov + self.k_state_cov)
    unconstrained[:offset] = (constrained[:offset] ** 0.5)
    if self.cycle:
        (low, high) = self.cycle_frequency_bound
        x = ((constrained[offset] - low) / (high - low))
        unconstrained[offset] = np.log((x / (1 - x)))
        offset += 1
        if self.damped_cycle:
            unconstrained[offset] = np.log((constrained[offset] / (1 - constrained[offset])))
            offset += 1
    if self.autoregressive:
        unconstrained[offset:(offset + self.ar_order)] = unconstrain_stationary_univariate(constrained[offset:(offset + self.ar_order)])
        offset += self.ar_order
    unconstrained[offset:(offset + self.k_exog)] = constrained[offset:(offset + self.k_exog)]
    return unconstrained
