TimeVaryingNelsonSiegelResult.factor_cov#

TimeVaryingNelsonSiegelResult.factor_cov: NDArray[float64]#: The (nobs, 3, 3) smoothed factor covariances. Kept out of the repr.

API reference

Every public model, test and result, with the mathematics it implements and a runnable example.

View the API

Examples

Research workflows on live FRED data, from identification to forecast evaluation, as scripts and notebooks.

View the examples

Engine

The numerical core and internal layers the public surface is built on, for contributors and the curious.

View the engine

Get cultivars

Pre-releases are published to PyPI and announced on GitHub Releases. Pin the exact version in anything that must not move.

pip install --pre cultivars==1.0.0a4

© 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