I am trying to convert the following code (written in TensorFlow) to Pymc3 which is from the Book ; Bayesian Modeling and Computation in Python, Martin, Kumar & Lao, chapter 6, Listing 6.14gam_with_latent_ar. for better understanding. def generate_gam_ar_latent(training=True): @tfd.JointDistrib…

Code conversion Bayesian Modeling and Computation in Python ch6. Help on AR(1) model implementation

junpenglao July 3, 2022, 7:14am 2

Did you try the pm.AR distribution in v4? It should work out of the box

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