I’m interested in running a simple time series model with the GaussianRandomWalk distribution. My problem is that I appear to be unable to specify the shape of a GRW variable correctly. In the code below, ‘observed’ is a vector with shape (31,). t = len(observed) with pymc3.Model() as rando…

Issue with shape of GaussianRandomWalk variable

junpenglao November 12, 2017, 8:47pm 2

When you are defining an observed variable, you don’t need to specify the shape kwarg.

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