spleaf.term.SumKernel#

class spleaf.term.SumKernel(*args)#

Generic class for the sum of several kernel terms.

The SimpleSumKernel class should be used instead of this unless specific parameters mapping are required. This class should not be used as is, but should be inherited from and the _kernel_param() and _kernel_param_back() methods should be defined to deal with the parameters mapping.

Methods

eval(dt[, series_id])

Evaluate the kernel at lag dt.

set_conditional_coef(*args, **kwargs)

Set the coefficients used for the conditional computations.