pod.predict_local_std

predict_local_std(X, residuals, X_eval, bandwidth)

Estimates the local standard deviation using Gaussian Kernel Smoothing.

This implements a Nadaraya-Watson estimator specifically for the squared residuals to model how noise varies across the input domain (heteroscedasticity).

Parameters

Name	Type	Description	Default
X	np.ndarray	The source locations (original data inputs).	required
residuals	np.ndarray	The residuals observed at X.	required
X_eval	np.ndarray	The target locations to estimate variance at.	required
bandwidth	float	The width of the Gaussian kernel (sigma).	required

Returns

Name	Type	Description
	np.ndarray	np.ndarray: An array of standard deviation estimates corresponding to X_eval.