PSpline

Contents

PSpline#

class liesel_ptm.PSpline(x, nparam, tau2, name)[source]#

Bases: StructuredAdditiveTerm

A P-spline with second-order random walk prior.

Parameters:
  • x (Any) – Covariate array.

  • nparam (int) – Number of parameters for the P-spline.

  • tau2 (Var | Var) – Variance parameter for the singular normal prior.

  • name (str) – Unique name of the term.

Methods

Attributes

x

Covariate node.

basis_fn

Basis function.

basis

Basis matrix node.

K

Penalty matrix node.

tau2

Variance parameter node.

coef

Coefficient node.

smooth

Smooth node.

mcmc_kernels

List of liesel.goose.kernel.Kernel MCMC kernel classes.