Skip to content

Add coefficient validation method to each model #17

Description

@jason-ash

Populate this validation method for each model, checking

  • coefficient types
  • coefficient shapes (if arrays)
  • coefficient value ranges (e.g. positive-only, or relational constraints as in the CIR model.)
  • matrix properties (e.g. for correlation matrices)

Then ensure the _validate_coefs is called at the appropriate time before other methods, e.g. sample are able to be called.

def _validate_coefs(self) -> None:
"""Validates shape, type, and ranges of coefficients for the process"""
raise NotImplementedError()

Metadata

Metadata

Assignees

No one assigned

    Labels

    enhancementNew feature or request

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions