Implementing a manual AR1 model

ricardoV94 · August 30, 2023, 6:10am

In the newer versions of pymc you can define such models generatively with CustomDist:

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Timeseries models derived from generative graph"
   ]
  },
  {

This file has been truncated. show original

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Timeseries models derived from generative graph"
   ]
  },
  {

This file has been truncated. show original

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