StateSpaceTimeSeries.score

StateSpaceTimeSeries.score(X=None, y=None, coords=None, **kwargs)

Score the Bayesian R^2 given inputs X and outputs y.

Parameters:

• X (xr.DataArray, optional) – Input features. Not used by state-space models, but kept for API compatibility.

• y (xr.DataArray) – Target variable with dims [“obs_ind”, “treated_units”].

• coords (dict, optional) – Not used, kept for API compatibility.

• kwargs (Any)

Returns:

R² score and standard deviation for each treated unit.

Return type:

pd.Series