pyhgf.updates.prediction.volatile.predict_precision_volatility_level

pyhgf.updates.prediction.volatile.predict_precision_volatility_level(attributes, node_idx)

Predict the precision of the implicit volatility level.

Parameters:

• attributes (dict) – The attributes of the probabilistic nodes.

• node_idx (int) – Pointer to the volatile-state node that will be updated.

Returns:

• expected_precision_vol – The expected (predicted) precision of the volatility level.

• effective_precision_vol – The effective precision of the volatility-level prediction.

Return type:

tuple[Array, Array]