NSSDNResult.reconstruction_resid#

property NSSDNResult.reconstruction_resid: NDArray[float64][source]#

(r,) the same-row error observed - emission.

Under the filtered alignment this is \(y_t - \hat y_{t \mid t}\), the error of a reconstruction that has seen \(y_t\), and its root mean square is the summary’s Emission RMSE. Under the predicted alignment the rows are one-step predictions and this coincides with resid.