Random Walk Standard Deviation

class pypomp.core.rw_sigma.RWSigma(sigmas: dict[str, float], init_names: list[str] = [])[source]

Bases: object

Represents the random walk standard deviation for the parameters of a model used in the Iterated Filtering 2 (IF2) algorithm.

Attributes

sigmas

Dictionary mapping parameter names to sigma values.

init_names

List of parameter names that are considered initial parameters.

not_init_names

List of parameter names that are not considered initial parameters.

all_names

List of all parameter names.

Methods

cool(factor)

Reduces all sigmas by multiplying them by the specified factor in place.