TARNN.fit

TARNN.fit()

Split on the threshold, train one function per regime.

Return type:

TARNNResult

Returns:

The fitted TARNNResult.

Raises:

NumericalError – If the split leaves a regime below trim.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> res = TARNN(rng.standard_normal(300), order=1).fit()
>>> res.nobs, res.n_lower, res.n_upper
(299, 150, 149)