_reparams#

cultivars.engine._core._reparams = <module 'cultivars.engine._core._reparams' from '/home/runner/work/cultivars/cultivars/src/cultivars/engine/_core/_reparams.py'>[source]#

Unconstrained reparameterization of stationary autoregressive coefficients.

Optimizers work on the real line; stationarity is a constraint on the companion eigenvalues. The Monahan mapping resolves this: any vector in R**p maps through tanh to partial autocorrelations in (-1, 1), and the Durbin-Levinson recursion maps those to AR coefficients that are stationary by construction. The optimizer therefore never proposes an explosive parameter vector, and no penalty term is needed.