R2D2Sigma

class pymc_marketing.r2d2.R2D2Sigma(decomposition)

Lazy reference to the residual standard deviation variable.

Implements VariableFactory protocol so it can be used wherever a Prior is accepted (e.g., in likelihood sigma).

Returns the scalar residual standard deviation directly (no coefficient creation). This is σ in the R2D2 decomposition: R² = var(μ) / (var(μ) + σ²).

Methods

R2D2Sigma.__init__(decomposition)
R2D2Sigma.create_variable(name[, xdist])	Return the error sigma variable.
R2D2Sigma.from_dict(data)	Deserialize from dictionary.
R2D2Sigma.to_dict([_orig])

Attributes

dims	Error sigma is scalar - no dimensions.
decomposition