STARResult._transition_params#

STARResult._transition_params()[source]#

The transition speed, inserted between the threshold and the variance.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> res = ESTAR(rng.standard_normal(300), order=1).fit()
>>> list(res._transition_params()), list(res.params)[-3:]
(['gamma'], ['threshold', 'gamma', 'sigma2'])
Return type:

dict[str, float]