pymc-devs / pymc-examples

Examples of PyMC models, including a library of Jupyter notebooks.
https://www.pymc.io/projects/examples/en/latest/
MIT License
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nb: rolling-regression; add footer #434

Closed reshamas closed 1 year ago

reshamas commented 1 year ago

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DataUmbrellaPyMCSprint

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twiecki commented on 2022-10-07T12:38:20Z ----------------------------------------------------------------

can you change: pm.GaussianRandomWalk("beta", sigma=sigma_beta, dims="time") and add

init_dist=pm.Normal.dist(0, 10) as a kwarg. This is required for both GaussianRandomWalk distributions.

pm.GaussianRandomWalk("beta", sigma=sigma_beta, init_dist=pm.Normal.dist(0, 10), dims="time")


twiecki commented 1 year ago

Thanks @reshamas!