NormalInverseWishartPrior.decay#

NormalInverseWishartPrior.decay: float#

Lag decay \(\lambda_3\); lag \(l\) is shrunk by \(l^{-\lambda_3}\).

One is harmonic decay, Litterman’s choice; zero treats every lag alike. Must be non-negative.

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© 2026, Nikhil Sunder. Released under the MIT License. cultivars is an independent open-source project and is not affiliated with the Federal Reserve Bank of St. Louis; FRED® is a registered trademark of the Federal Reserve Bank of St. Louis.

cultivars 1.0.0a4 · built with Sphinx 9.1.0 and the PyData Sphinx Theme