pymc-extras 0.4.1__py3-none-any.whl → 0.5.0__py3-none-any.whl

pymc_extras/statespace/models/SARIMAX.py

@@ -17,7 +17,7 @@ from pymc_extras.statespace.utils.constants import (
     ALL_STATE_AUX_DIM,
     ALL_STATE_DIM,
     AR_PARAM_DIM,
-    EXOGENOUS_DIM,
+    EXOG_STATE_DIM,
     MA_PARAM_DIM,
     OBS_STATE_DIM,
     SARIMAX_STATE_STRUCTURES,
@@ -315,7 +315,7 @@ class BayesianSARIMAX(PyMCStateSpace):
     def data_info(self) -> dict[str, dict[str, Any]]:
         info = {
             "exogenous_data": {
-                "dims": (TIME_DIM, EXOGENOUS_DIM),
+                "dims": (TIME_DIM, EXOG_STATE_DIM),
                 "shape": (None, self.k_exog),
             }
         }
@@ -403,7 +403,7 @@ class BayesianSARIMAX(PyMCStateSpace):
             "ma_params": (MA_PARAM_DIM,),
             "seasonal_ar_params": (SEASONAL_AR_PARAM_DIM,),
             "seasonal_ma_params": (SEASONAL_MA_PARAM_DIM,),
-            "beta_exog": (EXOGENOUS_DIM,),
+            "beta_exog": (EXOG_STATE_DIM,),
         }
         if self.k_endog == 1:
             coord_map["sigma_state"] = None
@@ -438,7 +438,7 @@ class BayesianSARIMAX(PyMCStateSpace):
         if self.Q > 0:
             coords.update({SEASONAL_MA_PARAM_DIM: list(range(1, self.Q + 1))})
         if self.k_exog > 0:
-            coords.update({EXOGENOUS_DIM: self.exog_state_names})
+            coords.update({EXOG_STATE_DIM: self.exog_state_names})
         return coords
 
     def _stationary_initialization(self):

pymc_extras/statespace/models/VARMAX.py

@@ -14,7 +14,7 @@ from pymc_extras.statespace.utils.constants import (
     ALL_STATE_AUX_DIM,
     ALL_STATE_DIM,
     AR_PARAM_DIM,
-    EXOGENOUS_DIM,
+    EXOG_STATE_DIM,
     MA_PARAM_DIM,
     OBS_STATE_AUX_DIM,
     OBS_STATE_DIM,
@@ -342,7 +342,7 @@ class BayesianVARMAX(PyMCStateSpace):
         if isinstance(self.exog_state_names, list):
             info = {
                 "exogenous_data": {
-                    "dims": (TIME_DIM, EXOGENOUS_DIM),
+                    "dims": (TIME_DIM, EXOG_STATE_DIM),
                     "shape": (None, self.k_exog),
                 }
             }
@@ -350,7 +350,7 @@ class BayesianVARMAX(PyMCStateSpace):
         elif isinstance(self.exog_state_names, dict):
             info = {
                 f"{endog_state}_exogenous_data": {
-                    "dims": (TIME_DIM, f"{EXOGENOUS_DIM}_{endog_state}"),
+                    "dims": (TIME_DIM, f"{EXOG_STATE_DIM}_{endog_state}"),
                     "shape": (None, len(exog_names)),
                 }
                 for endog_state, exog_names in self.exog_state_names.items()
@@ -399,10 +399,10 @@ class BayesianVARMAX(PyMCStateSpace):
             coords.update({MA_PARAM_DIM: list(range(1, self.q + 1))})
 
         if isinstance(self.exog_state_names, list):
-            coords[EXOGENOUS_DIM] = self.exog_state_names
+            coords[EXOG_STATE_DIM] = self.exog_state_names
         elif isinstance(self.exog_state_names, dict):
             for name, exog_names in self.exog_state_names.items():
-                coords[f"{EXOGENOUS_DIM}_{name}"] = exog_names
+                coords[f"{EXOG_STATE_DIM}_{name}"] = exog_names
 
         return coords
 
@@ -428,12 +428,12 @@ class BayesianVARMAX(PyMCStateSpace):
             del coord_map["x0"]
 
         if isinstance(self.exog_state_names, list):
-            coord_map["beta_exog"] = (OBS_STATE_DIM, EXOGENOUS_DIM)
+            coord_map["beta_exog"] = (OBS_STATE_DIM, EXOG_STATE_DIM)
         elif isinstance(self.exog_state_names, dict):
             # If each state has its own exogenous variables, each parameter needs it own dim, since we expect the
             # dim labels to all be different (otherwise we'd be in the list case).
             for name in self.exog_state_names.keys():
-                coord_map[f"beta_{name}"] = (f"{EXOGENOUS_DIM}_{name}",)
+                coord_map[f"beta_{name}"] = (f"{EXOG_STATE_DIM}_{name}",)
 
         return coord_map
 

pymc_extras/statespace/utils/constants.py

@@ -12,7 +12,9 @@ MA_PARAM_DIM = "lag_ma"
 SEASONAL_AR_PARAM_DIM = "seasonal_lag_ar"
 SEASONAL_MA_PARAM_DIM = "seasonal_lag_ma"
 ETS_SEASONAL_DIM = "seasonal_lag"
-EXOGENOUS_DIM = "exogenous"
+FACTOR_DIM = "factor"
+ERROR_AR_PARAM_DIM = "error_lag_ar"
+EXOG_STATE_DIM = "exogenous"
 
 NEVER_TIME_VARYING = ["initial_state", "initial_state_cov", "a0", "P0"]
 VECTOR_VALUED = ["initial_state", "state_intercept", "obs_intercept", "a0", "c", "d"]

{pymc_extras-0.4.1.dist-info → pymc_extras-0.5.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: pymc-extras
-Version: 0.4.1
+Version: 0.5.0
 Summary: A home for new additions to PyMC, which may include unusual probability distribitions, advanced model fitting algorithms, or any code that may be inappropriate to include in the pymc repository, but may want to be made available to users.
 Project-URL: Documentation, https://pymc-extras.readthedocs.io/
 Project-URL: Repository, https://github.com/pymc-devs/pymc-extras.git

{pymc_extras-0.4.1.dist-info → pymc_extras-0.5.0.dist-info}/RECORD

@@ -15,12 +15,14 @@ pymc_extras/distributions/transforms/__init__.py,sha256=FUp2vyRE6_2eUcQ_FVt5Dn0-
 pymc_extras/distributions/transforms/partial_order.py,sha256=oEZlc9WgnGR46uFEjLzKEUxlhzIo2vrUUbBE3vYrsfQ,8404
 pymc_extras/gp/__init__.py,sha256=sFHw2y3lEl5tG_FDQHZUonQ_k0DF1JRf0Rp8dpHmge0,745
 pymc_extras/gp/latent_approx.py,sha256=cDEMM6H1BL2qyKg7BZU-ISrKn2HJe7hDaM4Y8GgQDf4,6682
-pymc_extras/inference/__init__.py,sha256=sy1JYQGNZNvPs-3jVFfbFQTW0iCIrbjH3aHBpx1HQi0,917
-pymc_extras/inference/fit.py,sha256=U_jfzuyjk5bV6AvOxtOKzBg-q4z-_BOR06Hn38T0W6E,1328
+pymc_extras/inference/__init__.py,sha256=hI3yqfEVzoUNlCpL1z579F9EqM-NlPTzMfHj8IKY-xE,1009
+pymc_extras/inference/fit.py,sha256=hNTqLms_mTdjfnCEVIHMcMiPZ3fkU3HEEkbt6LWWhLw,1443
+pymc_extras/inference/dadvi/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+pymc_extras/inference/dadvi/dadvi.py,sha256=eUMManCDwPNuyxPU5fETF6H5AkqB3a5VPtT7aCwyMJA,7978
 pymc_extras/inference/laplace_approx/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-pymc_extras/inference/laplace_approx/find_map.py,sha256=fP8DQ21OZbkUiBaq-TXGe7CtH0umupFacRC3qReoiKU,14022
-pymc_extras/inference/laplace_approx/idata.py,sha256=P_GyodNJy2yr6FBYBqSoMShW2CKKuljBTFY1jOAHEKE,13332
-pymc_extras/inference/laplace_approx/laplace.py,sha256=V49TdsCYGxt7Evg7Ml2qtHW0xeZYP5YjCOBaewTvJog,18778
+pymc_extras/inference/laplace_approx/find_map.py,sha256=8ebnnHBVuFlAIAElkipT8njOvVSkuq0T28UMqhvQQPU,14446
+pymc_extras/inference/laplace_approx/idata.py,sha256=--2QKYGb-o7uFUtTMrIxWGKfE-6uxJGbRONMZKc1HMk,13362
+pymc_extras/inference/laplace_approx/laplace.py,sha256=nRbtpmlI4GY2h26slXBOvSJLufN5s40yvxYxPTF--i8,18808
 pymc_extras/inference/laplace_approx/scipy_interface.py,sha256=qMxYodmmxaUGsOp1jc7HxBJc6L8NnmFT2Fd4UNNXu2c,8835
 pymc_extras/inference/pathfinder/__init__.py,sha256=FhAYrCWNx_dCrynEdjg2CZ9tIinvcVLBm67pNx_Y3kA,101
 pymc_extras/inference/pathfinder/importance_sampling.py,sha256=NwxepXOFit3cA5zEebniKdlnJ1rZWg56aMlH4MEOcG4,6264
@@ -48,9 +50,10 @@ pymc_extras/statespace/filters/distributions.py,sha256=-s1c5s2zm6FMc0UqKSrWnJzIF
 pymc_extras/statespace/filters/kalman_filter.py,sha256=rgpgF4KZXX5M8yRwblrt2SEINKgoXgiKNfKkbl7ZU9Y,31464
 pymc_extras/statespace/filters/kalman_smoother.py,sha256=5jlSZAPveJzD5Q8omnpn7Gb1jgElBMgixGR7H9zoH8U,4183
 pymc_extras/statespace/filters/utilities.py,sha256=iwdaYnO1cO06t_XUjLLRmqb8vwzzVH6Nx1iyZcbJL2k,1584
+pymc_extras/statespace/models/DFM.py,sha256=Ibwdq6SBs24nX9I1KVwVK8o8CTnw2Baw97giccPoYNc,37435
 pymc_extras/statespace/models/ETS.py,sha256=08sbiuNvKdxcgKzS7jWj-z4jf-su73WFkYc8sKkGdEs,28538
-pymc_extras/statespace/models/SARIMAX.py,sha256=Yppz_k1ZyZuKPC62WIye6K7luw44cP-dog73VVkw0L4,25096
-pymc_extras/statespace/models/VARMAX.py,sha256=7obJFXES9t9NONlcUQoeJ9TCqyoDlVat9FkPviQhAq0,25947
+pymc_extras/statespace/models/SARIMAX.py,sha256=Y_s9g9-BlQp2U5yJHpLhO1tX_Jamis046voCRpvAl-M,25100
+pymc_extras/statespace/models/VARMAX.py,sha256=Kc-46MuNcpI05TnHw7bhJXlYd0L8W_5Gh_Sh7Hnvoa4,25954
 pymc_extras/statespace/models/__init__.py,sha256=DUwPrwfnz9AUbgZOFvZeUpWEw5FiPAK5X9x7vZrRWqY,319
 pymc_extras/statespace/models/utilities.py,sha256=jpUYByAy6rMFP7l56uST1SEYchRa-clsFQ-At_1NLSw,27123
 pymc_extras/statespace/models/structural/__init__.py,sha256=jvbczE1IeNkhW7gMQ2vF2BhhKHeYyfD90mV-Awko-Vs,811
@@ -64,7 +67,7 @@ pymc_extras/statespace/models/structural/components/measurement_error.py,sha256=
 pymc_extras/statespace/models/structural/components/regression.py,sha256=27PRV9I64_VXIyjUi7pRr_gbk7sSI5DfJ4FBAbq5WCM,9856
 pymc_extras/statespace/models/structural/components/seasonality.py,sha256=soXJIZ2xewUhSUb5s2MGnxvnQCcir7ZgbgkSr94xEvc,26987
 pymc_extras/statespace/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-pymc_extras/statespace/utils/constants.py,sha256=-4vCXo7-X3IuzdcplWBrAV9m9tm8JngcgoE-8imGmj0,2518
+pymc_extras/statespace/utils/constants.py,sha256=Dj1XpY_u5EliyStGrEFq5jmA5d_EMHCT4teaifxiTko,2577
 pymc_extras/statespace/utils/coord_tools.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 pymc_extras/statespace/utils/data_tools.py,sha256=Tomur7d8WCKlMXUCrPqufqVTKUe_nLLCHdipsM9pmaI,6620
 pymc_extras/utils/__init__.py,sha256=yxI9cJ7fCtVQS0GFw0y6mDGZIQZiK53vm3UNKqIuGSk,758
@@ -72,7 +75,7 @@ pymc_extras/utils/linear_cg.py,sha256=KkXhuimFsrKtNd_0By2ApxQQQNm5FdBtmDQJOVbLYk
 pymc_extras/utils/model_equivalence.py,sha256=8QIftID2HDxD659i0RXHazQ-l2Q5YegCRLcDqb2p9Pc,2187
 pymc_extras/utils/prior.py,sha256=QlWVr7uKIK9VncBw7Fz3YgaASKGDfqpORZHc-vz_9gQ,6841
 pymc_extras/utils/spline.py,sha256=qGq0gcoMG5dpdazKFzG0RXkkCWP8ADPPXN-653-oFn4,4820
-pymc_extras-0.4.1.dist-info/METADATA,sha256=TpuX_8nEFjQfPlC51u_2EvQV3XwHAvgYCQMKYzeVU_E,18898
-pymc_extras-0.4.1.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-pymc_extras-0.4.1.dist-info/licenses/LICENSE,sha256=WjiLhUKEysJvy5e9jk6WwFv9tmAPtnov1uJ6gcH1kIs,11720
-pymc_extras-0.4.1.dist-info/RECORD,,
+pymc_extras-0.5.0.dist-info/METADATA,sha256=QgyaW4YCVtVl6FpnEITD06o_Vrzek8RJYHY1pr2Rdok,18898
+pymc_extras-0.5.0.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+pymc_extras-0.5.0.dist-info/licenses/LICENSE,sha256=WjiLhUKEysJvy5e9jk6WwFv9tmAPtnov1uJ6gcH1kIs,11720
+pymc_extras-0.5.0.dist-info/RECORD,,