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.
- steps
int, optional Number of steps in Gaussian Random Walk (steps > 0). Only needed if shape is not provided.
- mutensor_like of
Methods
GaussianRandomWalk.dist(*args, **kwargs)