In the timeseries doc page, the GaussianRandomWalk (as well as AR actually) has a sd parameter as well as sigma parameter. How are they different? The docs do not seem to refer to the sd parameter anywhere.
Thanks for your insight,
Gregory
In the timeseries doc page, the GaussianRandomWalk (as well as AR actually) has a sd parameter as well as sigma parameter. How are they different? The docs do not seem to refer to the sd parameter anywhere.
Thanks for your insight,
Gregory
The sd
parameter is equivalent to sigma
parameter but deprecated since pymc3 v3.8. You can specify either of those for now but in future sd
would be removed.
Many thanks for your clarification!