Version: latest (v0.2.0)

transfer_definition

Stable function · Differentiate a model

Tier: stable · Kind: function · Topic: Differentiate a model

JuliaPythonRust
not exportedtransfer_definitiontransfer_definition

Note: The transfer recurrence T = (I − G)⁻¹ a block’s auxiliary field carries (spec §4.5).

Julia

Julia does not export this function.

Python

transfer_definition(rec: Recurrence, obs: dict, recs: list[Recurrence], ctx, tname: str)

The transfer recurrence T of rec (spec §4.5): over the frame plus one output index j on the axis, T[o, k, j] = [k == j] + Σ_{self bands} coef · T[o, k − lag, j], so T[o, ·, ·] = (I − G)⁻¹ on each line. Lower triangular on each line.

Source

Rust

pub fn transfer_definition(rec: &Recurrence, obs: &HashMap<String, Expr>, recs: &[Recurrence], ctx: &Ctx, tname: &str) -> Result<Expr, BandError>

The transfer recurrence T of rec (spec §4.5): over the frame plus one output index j on the axis,

T[o, k, j] = [k == j] + Σ_{self bands} coef · T[o, k − lag, j]

so T[o, ·, ·] = (I − G)⁻¹ on each line: ∂V[o, k] / ∂(source at [o, j]). Lower triangular on each line (zero for j > k).

Source · Rust docs