I read the Gaussian Process smoothing example in the PyMC project website, I found the example is based on PyMC version3, and the GaussianRandomWalk API used in the example is not compatible with the version 5. The code in example is here: ///Gaussian Process smoothing example LARGE_NUMBER = 1e5 mo…

Welcome! You should definitely be using the most recent version of PyMC (5.8.0 at time of this post). Unfortunately, some examples haven’t been updated yet. PRs updating examples are welcome! Although you already solved you own problem, if you prefer the precision parameterization, you can also ma…

GaussianRandomWalk for PyMC v5.6

Questions v5

Heyi_Tan September 7, 2023, 1:50am 3

Thanks for your explaination, I will learn more about PyMC version 5 to try the new features.

Topic		Replies	Views
[PyMC3] Non-centered parameterization for rolling regression Questions	2	695	January 3, 2020
Drawing random samples from GaussianRandomWalk Questions	4	502	April 21, 2020
Inference from binary data & proper way to use GaussianRandomWalk Questions	2	803	September 15, 2017
GaussianRandomWalk error 4.0.0b5 v5 time_series	9	1150	April 20, 2022
Is it possible to embed a deterministic variable as the mean of a Gaussian Random Walk Questions	7	881	November 19, 2018

GaussianRandomWalk for PyMC v5.6

Related topics