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pymc-devs / pymc-experimental

https://pymc-experimental.readthedocs.io
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Bugfixes for `statespace/models/structural.py` #287

Closed jessegrabowski closed 9 months ago

jessegrabowski commented 9 months ago

Closes #262

The structural sub-module has some bugs related to the generated coords of the CycleComponent (#262) and typos in the TimeSeasonalityComponent (#281).

This PR fixes both, plus expands the test suite for structural models to be much more robust, by testing a huge number of possible structural models against their statsmodels implementations.

This PR also writes the docstring for the CycleComponent.