pymc.GaussianRandomWalk#

class pymc.GaussianRandomWalk(name, *args, **kwargs)[source]#

Random Walk with Normal innovations.

Parameters:
mutensor_like of float, default 0

innovation drift

sigmatensor_like of float, default 1

sigma > 0, innovation standard deviation.

init_distunnamed_distribution

Unnamed univariate distribution of the initial value. Unnamed refers to distributions created with the .dist() API.

Warning

init_dist will be cloned, rendering them independent of the ones passed as input.

stepsint, optional

Number of steps in Gaussian Random Walk (steps > 0). Only needed if shape is not provided.

Methods

GaussianRandomWalk.dist(*args, **kwargs)