Random Walk Standard Deviation

class pypomp.core.rw_sigma.RWSigma(sigmas: dict[str, float], init_names: Sequence[str] = (), cooling_fn: Callable | None = None)[source]

Bases: object

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

Attributes

RWSigma.sigmas: dict[str, float]

Dictionary mapping parameter names to sigma values.

RWSigma.init_names: tuple[str, ...]

Tuple of parameter names that are considered initial parameters.

RWSigma.not_init_names: tuple[str, ...]

Tuple of parameter names that are not considered initial parameters.

RWSigma.all_names: tuple[str, ...]

Tuple of all parameter names.

RWSigma.cooling_fn: Callable

A Callable taking (nt, m, ntimes) and returning a float cooling factor.

RWSigma.a: float | None

The geometric cooling parameter if configured.

RWSigma.s: float | None

The hyperbolic cooling parameter if configured.

RWSigma.c: float | None

The cosine cooling minimum factor if configured.

RWSigma.M: int | None

The cosine cooling duration if configured.

Methods

geometric_cooling(a)

Configure the RWSigma instance to use geometric cooling.

cosine_cooling(c, M)

Configure the RWSigma instance to use cosine cooling.

hyperbolic_cooling(s)

Configure the RWSigma instance to use hyperbolic cooling.

custom_cooling(cooling_fn)

Configure the RWSigma instance to use a custom cooling function.

copy()

Return a copy of the RWSigma instance.

cool(factor)

Adjust all sigmas by the given factor, returning a new RWSigma copy.

keys()

Return a view of the parameter names.

values()

Return a view of the sigma values.

items()

Return a view of the parameter-sigma pairs.

get(param_name[, default])

Get the sigma value, or default if the parameter is not present.