pymc.GARCH11.dist

classmethod GARCH11.dist(omega, alpha_1, beta_1, initial_vol, *, steps=None, **kwargs)

Create a tensor variable corresponding to the cls distribution.

Parameters:

dist_paramsarray_like

The inputs to the RandomVariable Op.

shapeint, tuple, Variable, optional

A tuple of sizes for each dimension of the new RV.

return_next_rngbool, default False

If True, return a (next_rng, rv) tuple instead of just the random variable. The default is to discard next_rng.

**kwargs

Keyword arguments that will be forwarded to the PyTensor RV Op. Most prominently: size or dtype.

Returns:

rvTensorVariable

The created random variable tensor. If return_next_rng is True, returns a (next_rng, rv) tuple instead.