Engine reference#
The layers behind the public API, for contributors. _core holds the
pure numerics, validators, converters, and defaults; _internals the
model bases, fits, mixins, priors, records, and solvers the public classes
delegate to. The public modules appear a second time below with each
class’s own private members, the ones it defines itself rather than
inherits; inherited private members are on the page of the base that
defines them. Everything on these pages may change between releases
without notice.
Private layers#
Primitive layer: constants, value objects, contracts, and pure functions. |
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Public surface, private members#
Univariate models: one series, its mean, its variance, and its components. |
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Multivariate time series: one closed-system contract, five families on it. |
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State-space substrates: linear-Gaussian, nonlinear, and regime-switching. |
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Bayesian workflow for the package's samplers: priors, chains, checks, evidence, combination. |
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Diagnostics: what a series is before a model is fitted, and what a fit left behind. |
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Forecast evaluation: scoring, comparison, and calibration of densities. |
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Frequency-domain views of fitted systems and data, filters, cycle dating, and wavelets. |