@@ -127,24 +127,17 @@ def rng_fn(
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class GaussianRandomWalk (distribution .Continuous ):
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r"""Random Walk with Normal innovations
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-
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- Notes
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- -----
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- init is currently drawn from a Normal distribution with the same sigma as the innovations
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-
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Parameters
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----------
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- mu: tensor_like of float
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+ mu : tensor_like of float
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innovation drift, defaults to 0.0
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- sigma: tensor_like of float, optional
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- sigma > 0, innovation standard deviation, defaults to 0.0
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- init: Scalar PyMC distribution
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- Scalar distribution of the initial value, created with the `.dist()` API. Defaults to
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- Normal with same `mu` and `sigma` as the GaussianRandomWalk
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- steps: int
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- Number of steps in Gaussian Random Walks
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- size: int
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- Number of independent Gaussian Random Walks
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+ sigma : tensor_like of float, optional
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+ sigma > 0, innovation standard deviation, defaults to 1.0
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+ init : Univariate PyMC distribution
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+ Univariate distribution of the initial value, created with the `.dist()` API.
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+ Defaults to Normal with same `mu` and `sigma` as the GaussianRandomWalk
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+ steps : int
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+ Number of steps in Gaussian Random Walks (steps > 0).
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"""
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rv_op = gaussianrandomwalk
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