BacktestResult.paths#

BacktestResult.paths: NDArray[float64] | None#

(T, S, H, k) predictive draws, or None for a point forecaster.

paths[t, :, h - 1] are the \(S\) draws of the \(h\)-step predictive distribution from origin t; paths[t].mean(axis=0) is point[t]. Kept out of the repr.