LocScalePTM.initialize()

LocScalePTM.initialize()#

LocScalePTM.initialize(exclude_roles=None, stopper=None, test_for_positive_definiteness=False, **kwargs)[source]#

Two-stage initialization that fits loc-scale, then transformation.

Updates the model state with the resulting estimated parameters.

Parameters:

  • exclude_roles (list[Union[Literal['hyperparam', 'transformation_coef'], str]] | None) – Roles to exclude from optimization. (default: None)

  • stopper (Stopper | None) – Optional stopper controlling optimization iterations. (default: None)

  • test_for_positive_definiteness (bool) – If True, check Fisher information matrices for positive definiteness. (default: False)

  • **kwargs – Forwarded to the underlying optimization routine.

Return type:

tuple[OptimResult, OptimResult]

Returns:

tuple – Optimization results for (loc-scale, transformation).

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