typing.InSampleFn

A closure that fits a model on a training window and scores its in-sample fit.

Usage

Source

typing.InSampleFn()

Called by backtest() (only when eval_train=True) positionally. Returns in-sample posterior-predictive samples with the sample axis first, shape (num_samples, *batch, t1 - t0, obs). The same batch_size/host-offload notes as ForecastFn apply.

Methods

Name	Description
__call__()	Fit on the training window and return in-sample predictive draws.

---

__call__()

Fit on the training window and return in-sample predictive draws.

Usage

Source

__call__(
    rng_key,
    model,
    train_data,
    train_covariates,
    num_samples,
    /,
    *,
    batch_size=None
)