incline.AR1

class incline.AR1(phi=None, standard_deviation=None)[source]

First-order autoregressive noise.

Variables:

  • phi (float | None) – Fixed autocorrelation. Estimated from the data when None.

  • standard_deviation (float | None) – Fixed marginal noise level. Estimated when None.

Parameters:

  • phi (float | None)

  • standard_deviation (float | None)

__init__(phi=None, standard_deviation=None)
Parameters:

  • phi (float | None)

  • standard_deviation (float | None)

Return type:

None

Methods

__init__([phi, standard_deviation])

estimate(y, axis)

Estimate phi and standard_deviation, or use the supplied values.

Attributes

phi

standard_deviation

phi: float | None = None
standard_deviation: float | None = None
estimate(y, axis)[source]

Estimate phi and standard_deviation, or use the supplied values.

Parameters:

  • y (npt.NDArray[np.float64])

  • axis (TimeAxis)

Return type:

NoiseFit