I am wondering if someone can tell me if this does what I think it does: HP = pm.Normal('HP', mu =0, sd= 1, shape = n2) gm = pm.GaussianRandomWalk('gm', mu = HP, sd = 1, shape = (n1, n2)) Which is to make n2 independent random walks each of length n1, each with a drift instantiated from each elem…

Can I instantiate multiple random walks with different drifts

junpenglao October 4, 2017, 4:46am 2

Yes you are correct.

Topic		Replies	Views
Multiple independent random walks with differing innovations Questions	3	634	January 8, 2021
Issue with shape of GaussianRandomWalk variable Questions	4	1026	November 12, 2017
MvGaussianRandomWalk prediction Questions	3	897	July 26, 2018
Assign cov in Likelihood of multi-variate Gaussian distribution Questions	4	847	February 5, 2018
Creating a chain of dependent variables without for loop Questions	2	443	May 11, 2021