incline.IID

class incline.IID(sigma=None)

Independent noise with constant variance.

The default. Sharpest intervals when it holds; on AR(1) data with phi=0.7 it reports standard errors 71% of their true size, so reach for AR1 when dependence is plausible.

Variables:

sigma (float | None) – Fixed noise level. Estimated from the data when None.

Parameters:

sigma (float | None)

__init__(sigma=None)

Parameters:

sigma (float | None)

Return type:

None

Methods

__init__([sigma])
estimate(y, axis)	Estimate the noise level, or use the supplied one.

Attributes

sigma

sigma: float | None = None

estimate(y, axis)

Estimate the noise level, or use the supplied one.

Parameters:

• y (npt.NDArray[np.float64])

• axis (TimeAxis)

Return type:

NoiseFit