geossm.stmodel.ModelParams

class geossm.stmodel.ModelParams(beta=None, s2e=None, f=None, A=None, ks=None, x0=None, Sigma0=None)[source]

Bases: object

The full set of parameters estimated by fit().

Each field is a Param (wrapping a value, fixed/free status, and standard error); passing a plain array-like instead of a Param for any field is allowed and is converted to a free (non-fixed) Param automatically (see _ensure_param). Registered as a JAX pytree, so a ModelParams can be passed directly through jax.grad/jax.jit.

Parameters:
  • beta (Param or array_like, optional) – Regression coefficients for the model’s exogenous covariates.

  • s2e (Param or array_like, optional) – Measurement-error (observation noise) variance(s).

  • f (Param or array_like, optional) – AR(1) coefficient(s) of the latent spatial factor(s)’ temporal evolution.

  • A (Param or array_like, optional) – Loading matrix linking the latent spatial factor(s) to the observations.

  • ks (Param or array_like, optional) – Matérn rescale/range parameter(s) of the latent covariance function(s) (one per factor).

  • x0 (Param or array_like, optional) – Mean of the initial latent state, as in StateSpaceModel.

  • Sigma0 (Param or array_like, optional) – Covariance of the initial latent state, as in StateSpaceModel.

Methods

as_dict

dict: Map each field name to its Param.value (fixed and free).

copy

Return a deep copy of the ModelParams.

free_params

dict: Map each non-fixed field name to its Param.value.

tree_flatten

tree_unflatten

Attributes

beta: Param | None = None
s2e: Param | None = None
f: Param | None = None
A: Param | None = None
ks: Param | None = None
x0: Param | None = None
Sigma0: Param | None = None
as_dict()[source]

dict: Map each field name to its Param.value (fixed and free).

free_params()[source]

dict: Map each non-fixed field name to its Param.value.

property size
property shape
tree_flatten()[source]
classmethod tree_unflatten(aux_data, children)[source]
copy()[source]

Return a deep copy of the ModelParams.