incline.AR1

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

First-order autoregressive noise.

Variables:

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

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

Parameters:
__init__(phi=None, sigma=None)
Parameters:
Return type:

None

Methods

__init__([phi, sigma])

estimate(y, axis)

Estimate phi and sigma, or use the supplied values.

Attributes

phi

sigma

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

Estimate phi and sigma, or use the supplied values.

Parameters:

  • y (npt.NDArray[np.float64])

  • axis (TimeAxis)

Return type:

NoiseFit