smooth.ADAM.sigma

property ADAM.sigma: float

Return scale/standard error estimate.

This is the estimated scale parameter of the error distribution, which equals the standard deviation for normal errors.

Returns:

Scale parameter estimate.

Return type:

float

Raises:

ValueError – If the model has not been fitted yet.

Examples

>>> model = ADAM(model="AAN")
>>> model.fit(y)
>>> std_error = model.sigma