Help with Multivariate SDE Timeseries

[twiecki]

@simon_o

Yes, unfortunately I’m not sure why PyMC3 won’t allow that, and I’m not aware of a workaround (without introducing superfluous noise). That’s why I added the third Brownian motion. Perhaps giving it a really low standard deviation is enough? But I’ll let others who are more knowledgeable about PyMC3 answer that question.

Can’t you use a pm.Potential for this?