Amplitude parameter?

[dhuppenkothen]

Hi! I've been trying to use this package for a science project where I need CARMA (I'm currently trying to fit a CARMA(3,1) model), and it's been great!

One question I couldn't figure out: no matter the parameters I put in for the AR and MA process in CARMATerm, the variance of the resulting GP I sample seems to be <0.1. The light curve I'm trying to model, however, has a much larger variance. The TinyGP implementation of CARMA has a variance parameter, but I don't think this one does. Any suggestions about what I'm doing wrong?

[ywx649999311]

Hi! I am very sorry for the delayed response.

The CARMATerm does not have a variance parameter at the moment, but it could be something to add in the future. For your need, I think you could increase the variance by multiplying all MA parameters by a constant. You can also check the model variance using the get_rms_amp() method of the CARMATerm.

P.S. I might still be slow in responding in the next week or two, but please do let me know if it works or not.