wwrechard / pydlm

A python library for Bayesian time series modeling
BSD 3-Clause "New" or "Revised" License
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No predictions returned with Binary data #40

Open logisticregress opened 4 years ago

logisticregress commented 4 years ago

Hello, I'm attempting to using binary data in the PYDLM algorithm, similar to BSTS (R). The model fits, but it returns "nan" for predicted values. Does PyDLM not accept binary data?

my data is in the form: y = [0,1,0,0,0,1,0,01,0,1,0,1,0,1....]

(predictMean, predictVar) = mydlm.predictN(N=3, date=mydlm.n-1)