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DOC: Expand RandomWalk docstrings #7992

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DOC: Expand RandomWalk docstrings #7992

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23 changes: 21 additions & 2 deletions pymc/distributions/timeseries.py
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Expand Up @@ -122,9 +122,28 @@ def rv_op(cls, init_dist, innovation_dist, steps, size=None):


class RandomWalk(Distribution):
r"""RandomWalk Distribution.
r"""
Random Walk distribution.

A random walk is a stochastic process where the position at time :math:`t`
is the sum of the position at time :math:`t-1` and a random step (innovation).

.. math::
X_t = X_{t-1} + \epsilon_t

TODO: Expand docstrings
where :math:`\epsilon_t` follows the distribution specified by `innovation_dist`.

Parameters
----------
innovation_dist : Distribution
The distribution of the innovations (steps). This should be an instance
of a PyMC distribution (created via `.dist()`), describing the random
noise added at each step.
steps : int, optional
The number of steps in the random walk.
kwargs
Additional arguments passed to the distribution, such as `init_dist`
(distribution of the initial state) or dimensions.
"""

rv_type = RandomWalkRV
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