Support parameter transformations during estimation (e.g. log-scale)

[sbuis]

Description

Some parameters span several orders of magnitude, making direct estimation inefficient or unstable. Transformations (e.g. log, logit) are commonly used but are not currently supported in a structured way.

Expected behavior

• Users can define transformations on parameters (e.g. log, logit, custom)
• Estimation is performed in the transformed space
• Results are returned in the original parameter space

Proposed solution

• Allow users to specify transformations in parameter definition

• Apply transformations:

  • before estimation (forward transform)
  • after estimation (inverse transform)

• Ensure compatibility with:

  • bounds
  • priors (if any)
  • objective functions