spleaf.term.SimpleProductKernel#

class spleaf.term.SimpleProductKernel(**kwargs)#

Product of two kernel terms.

The ProductKernel class can be used for more advanced parameters mapping.

Parameters:
**kwargs:

Kernels to be multiplied together, indexed by their names. The names used here will then be prepended to all corresponding parameters names.

Methods

eval(dt[, series_id])

Evaluate the kernel at lag dt.

set_conditional_coef(**kwargs)

Set the coefficients used for the conditional computations.