EulerMaruyama not implemented in V4?

Hi everyone,

it seems that EulerMaruyama raises “Not Implemented” in version 4. However, looking at the code, it seems that the code was ported from v3. Is this exception there because it does not work in v4 for some reason? If so, are there plans to fix it?


Code was not ported. What you see is still the old V3 code.

Yes, we plan to fix it. I think there is a GSOC student working on it?

thanks! Although the code feels simple enough that it should run as is in pymc4, no? Is this something I can file a pull request on?

I think you can give it a try. There is a developer guide here: Implementing a Distribution — PyMC 4.1.3 documentation

It’s a bit more involved than it might seem from the outside, but certainly doable. Just keep that in mind.