RegimeSystemResult.ma_representation#
- RegimeSystemResult.ma_representation(horizon=20)[source]#
Moving-average matrices of this regime, held frozen.
- Parameters:
horizon (
int) – Largest lead to return.- Return type:
- Returns:
An array of shape
(horizon + 1, k, k)withPsi_0 = I.- Raises:
SpecificationError – If
horizonis negative.