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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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Update Stochastic Volatility notebook to PyMC v5 #517

Closed BerylKanali closed 1 year ago

BerylKanali commented 1 year ago

Towards https://github.com/pymc-devs/pymc-examples/issues/394, closes #60

@reshamas @OriolAbril Updated this notebook(and watermark cell) with PyMC v5.

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OriolAbril commented on 2023-02-02T14:47:48Z ----------------------------------------------------------------

Line #4.            volatility = pm.GaussianRandomWalk("volatility", sigma=step_size, dims="time")

We should add an init_dist=pm.Normal.dist(0, 100) here in the GaussianRandomWalk call


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OriolAbril commented on 2023-02-02T14:47:50Z ----------------------------------------------------------------

These warnings are a bug but it has been fixed already in main, so we can ignore them, they won't be here in the next version


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