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

ckrapu November 12, 2017, 9:23pm 5

I’ll try this out. Thanks a ton!

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