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pypomp
pypomp

Getting Started

  • Tutorials
  • Model Structure Components
  • Best Practices and Performance Guidelines

Reference

  • API Reference
    • Pomp Class
      • pypomp.core.pomp.Pomp.ys
      • pypomp.core.pomp.Pomp.theta
      • pypomp.core.pomp.Pomp.canonical_param_names
      • pypomp.core.pomp.Pomp.statenames
      • pypomp.core.pomp.Pomp.t0
      • pypomp.core.pomp.Pomp.rinit
      • pypomp.core.pomp.Pomp.rproc
      • pypomp.core.pomp.Pomp.dmeas
      • pypomp.core.pomp.Pomp.rmeas
      • pypomp.core.pomp.Pomp.par_trans
      • pypomp.core.pomp.Pomp.covars
      • pypomp.core.pomp.Pomp.accumvars
      • pypomp.core.pomp.Pomp.results_history
      • pypomp.core.pomp.Pomp.fresh_key
      • pypomp.core.pomp.Pomp.metadata
      • pypomp.core.pomp.Pomp.simulate
      • pypomp.core.pomp.Pomp.pfilter
      • pypomp.core.pomp.Pomp.mif
      • pypomp.core.pomp.Pomp.train
      • pypomp.core.pomp.Pomp.dpop_train
      • pypomp.core.pomp.Pomp.sample_params
      • pypomp.core.pomp.Pomp.prune
      • pypomp.core.pomp.Pomp.results
      • pypomp.core.pomp.Pomp.traces
      • pypomp.core.pomp.Pomp.CLL
      • pypomp.core.pomp.Pomp.ESS
      • pypomp.core.pomp.Pomp.time
      • pypomp.core.pomp.Pomp.arma
      • pypomp.core.pomp.Pomp.negbin
      • pypomp.core.pomp.Pomp.probe
      • pypomp.core.pomp.Pomp.print_summary
      • pypomp.core.pomp.Pomp.print_metadata
      • pypomp.core.pomp.Pomp.plot_traces
      • pypomp.core.pomp.Pomp.plot_simulations
      • pypomp.core.pomp.Pomp.merge
    • PanelPomp Class
      • pypomp.panel.panel.PanelPomp.ys
      • pypomp.panel.panel.PanelPomp.unit_objects
      • pypomp.panel.panel.PanelPomp.theta
      • pypomp.panel.panel.PanelPomp.results_history
      • pypomp.panel.panel.PanelPomp.fresh_key
      • pypomp.panel.panel.PanelPomp.metadata
      • pypomp.panel.panel.PanelPomp.canonical_param_names
      • pypomp.panel.panel.PanelPomp.canonical_shared_param_names
      • pypomp.panel.panel.PanelPomp.canonical_unit_param_names
      • pypomp.panel.panel.PanelPomp.simulate
      • pypomp.panel.panel.PanelPomp.pfilter
      • pypomp.panel.panel.PanelPomp.mif
      • pypomp.panel.panel.PanelPomp.train
      • pypomp.panel.panel.PanelPomp.get_unit_names
      • pypomp.panel.panel.PanelPomp.get_unit_parameters
      • pypomp.panel.panel.PanelPomp.sample_params
      • pypomp.panel.panel.PanelPomp.prune
      • pypomp.panel.panel.PanelPomp.mix_and_match
      • pypomp.panel.panel.PanelPomp.results
      • pypomp.panel.panel.PanelPomp.CLL
      • pypomp.panel.panel.PanelPomp.ESS
      • pypomp.panel.panel.PanelPomp.time
      • pypomp.panel.panel.PanelPomp.traces
      • pypomp.panel.panel.PanelPomp.probe
      • pypomp.panel.panel.PanelPomp.arma
      • pypomp.panel.panel.PanelPomp.negbin
      • pypomp.panel.panel.PanelPomp.plot_traces
      • pypomp.panel.panel.PanelPomp.plot_simulations
      • pypomp.panel.panel.PanelPomp.print_metadata
      • pypomp.panel.panel.PanelPomp.print_summary
      • pypomp.panel.panel.PanelPomp.merge
    • Parameters
      • pypomp.core.parameters.PompParameters.logLik
      • pypomp.core.parameters.PompParameters.to_jax_array
      • pypomp.core.parameters.PompParameters.to_jax_array_canonical
      • pypomp.core.parameters.PompParameters.num_replicates
      • pypomp.core.parameters.PompParameters.num_params
      • pypomp.core.parameters.PompParameters.subset
      • pypomp.core.parameters.PompParameters.get_param_names
      • pypomp.core.parameters.PompParameters.to_list
      • pypomp.core.parameters.PompParameters.transform
      • pypomp.core.parameters.PompParameters.prune
      • pypomp.core.parameters.PompParameters.merge
      • pypomp.core.parameters.PanelParameters.logLik
      • pypomp.core.parameters.PanelParameters.logLik_unit
      • pypomp.core.parameters.PanelParameters.theta
      • pypomp.core.parameters.PanelParameters.num_replicates
      • pypomp.core.parameters.PanelParameters.get_param_names
      • pypomp.core.parameters.PanelParameters.get_shared_param_names
      • pypomp.core.parameters.PanelParameters.get_unit_param_names
      • pypomp.core.parameters.PanelParameters.get_unit_names
      • pypomp.core.parameters.PanelParameters.subset
      • pypomp.core.parameters.PanelParameters.to_jax_array
      • pypomp.core.parameters.PanelParameters.transform
      • pypomp.core.parameters.PanelParameters.prune
      • pypomp.core.parameters.PanelParameters.mix_and_match
    • Results
      • pypomp.core.results.ResultsHistory
      • pypomp.core.results.PompPFilterResult
      • pypomp.core.results.PompMIFResult
      • pypomp.core.results.PompTrainResult
      • pypomp.core.results.PanelPompPFilterResult
      • pypomp.core.results.PanelPompMIFResult
      • pypomp.core.results.PanelPompTrainResult
    • Parameter Transformations
      • pypomp.core.par_trans.ParTrans.to_est
      • pypomp.core.par_trans.ParTrans.from_est
      • pypomp.core.par_trans.ParTrans.panel_transform
      • pypomp.core.par_trans.ParTrans.panel_transform_list
      • pypomp.core.par_trans.ParTrans.to_floats
      • pypomp.core.par_trans.ParTrans.transform_array
      • pypomp.core.par_trans.ParTrans.transform_panel_traces
    • Random Walk Standard Deviation
      • pypomp.core.rw_sigma.RWSigma.sigmas
      • pypomp.core.rw_sigma.RWSigma.init_names
      • pypomp.core.rw_sigma.RWSigma.not_init_names
      • pypomp.core.rw_sigma.RWSigma.all_names
      • pypomp.core.rw_sigma.RWSigma.cool
    • Learning Rate
      • pypomp.core.learning_rate.LearningRate.rates
      • pypomp.core.learning_rate.LearningRate.to_array
      • pypomp.core.learning_rate.LearningRate.cosine_decay
      • pypomp.core.learning_rate.LearningRate.geometric_decay
      • pypomp.core.learning_rate.LearningRate.linear_decay
    • Optimizers
      • pypomp.core.optimizer.SGD
      • pypomp.core.optimizer.Adam
      • pypomp.core.optimizer.FullMatrixAdam
      • pypomp.core.optimizer.BFGS
      • pypomp.core.optimizer.Newton
      • pypomp.core.optimizer.WeightedNewton
    • Functional API
      • pypomp.functional.PompStruct
      • pypomp.functional.pfilter
      • pypomp.functional.mif
      • pypomp.functional.simulate
      • pypomp.functional.train
      • pypomp.functional.mop
      • pypomp.functional.dpop
    • Mathematical Utilities
      • pypomp.maths.logmeanexp
      • pypomp.maths.logmeanexp_se
      • pypomp.maths.expit
      • pypomp.maths.logit
    • Fast Random Number Generation on GPUs
      • pypomp.random.fast_poisson
      • pypomp.random.fast_binomial
      • pypomp.random.fast_multinomial
      • pypomp.random.fast_gamma
      • pypomp.random.fast_nbinomial
    • Monte Carlo Adjusted Profile
      • pypomp.mcap.MCAPResult.level
      • pypomp.mcap.MCAPResult.mle
      • pypomp.mcap.MCAPResult.ci
      • pypomp.mcap.MCAPResult.delta
      • pypomp.mcap.MCAPResult.se_stat
      • pypomp.mcap.MCAPResult.se_mc
      • pypomp.mcap.MCAPResult.se_total
      • pypomp.mcap.MCAPResult.fit
      • pypomp.mcap.MCAPResult.quadratic_max
      • pypomp.mcap.MCAPResult.quadratic_coef
      • pypomp.mcap.MCAPResult.vcov
    • Example Models
      • pypomp.models.dhaka
      • pypomp.models.spx
      • pypomp.models.UKMeasles.Pomp
      • pypomp.models.LG

Resources

  • Quantitative Tests
  • GitHub
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pypomp.mcap.MCAPResult.vcov¶

MCAPResult.vcov: ndarray[tuple[Any, ...], dtype[floating[Any]]]¶

The variance-covariance matrix of the quadratic coefficients a and b.

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pypomp.mcap.MCAPResult.quadratic_coef
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    • vcov