pymc-extras 0.5.0__py3-none-any.whl → 0.7.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- pymc_extras/deserialize.py +10 -4
- pymc_extras/distributions/continuous.py +1 -1
- pymc_extras/distributions/histogram_utils.py +6 -4
- pymc_extras/distributions/multivariate/r2d2m2cp.py +4 -3
- pymc_extras/distributions/timeseries.py +14 -12
- pymc_extras/inference/dadvi/dadvi.py +149 -128
- pymc_extras/inference/laplace_approx/find_map.py +16 -39
- pymc_extras/inference/laplace_approx/idata.py +22 -4
- pymc_extras/inference/laplace_approx/laplace.py +196 -151
- pymc_extras/inference/laplace_approx/scipy_interface.py +47 -7
- pymc_extras/inference/pathfinder/idata.py +517 -0
- pymc_extras/inference/pathfinder/pathfinder.py +71 -12
- pymc_extras/inference/smc/sampling.py +2 -2
- pymc_extras/model/marginal/distributions.py +4 -2
- pymc_extras/model/marginal/graph_analysis.py +2 -2
- pymc_extras/model/marginal/marginal_model.py +12 -2
- pymc_extras/model_builder.py +9 -4
- pymc_extras/prior.py +203 -8
- pymc_extras/statespace/core/compile.py +1 -1
- pymc_extras/statespace/core/statespace.py +2 -1
- pymc_extras/statespace/filters/distributions.py +15 -13
- pymc_extras/statespace/filters/kalman_filter.py +24 -22
- pymc_extras/statespace/filters/kalman_smoother.py +3 -5
- pymc_extras/statespace/filters/utilities.py +2 -5
- pymc_extras/statespace/models/DFM.py +12 -27
- pymc_extras/statespace/models/ETS.py +190 -198
- pymc_extras/statespace/models/SARIMAX.py +5 -17
- pymc_extras/statespace/models/VARMAX.py +15 -67
- pymc_extras/statespace/models/structural/components/autoregressive.py +4 -4
- pymc_extras/statespace/models/structural/components/regression.py +4 -26
- pymc_extras/statespace/models/utilities.py +7 -0
- pymc_extras/utils/model_equivalence.py +2 -2
- pymc_extras/utils/prior.py +10 -14
- pymc_extras/utils/spline.py +4 -10
- {pymc_extras-0.5.0.dist-info → pymc_extras-0.7.0.dist-info}/METADATA +4 -4
- {pymc_extras-0.5.0.dist-info → pymc_extras-0.7.0.dist-info}/RECORD +38 -37
- {pymc_extras-0.5.0.dist-info → pymc_extras-0.7.0.dist-info}/WHEEL +1 -1
- {pymc_extras-0.5.0.dist-info → pymc_extras-0.7.0.dist-info}/licenses/LICENSE +0 -0
|
@@ -3,6 +3,7 @@ import numpy as np
|
|
|
3
3
|
from pytensor import tensor as pt
|
|
4
4
|
|
|
5
5
|
from pymc_extras.statespace.models.structural.core import Component
|
|
6
|
+
from pymc_extras.statespace.models.utilities import validate_names
|
|
6
7
|
from pymc_extras.statespace.utils.constants import TIME_DIM
|
|
7
8
|
|
|
8
9
|
|
|
@@ -12,10 +13,6 @@ class RegressionComponent(Component):
|
|
|
12
13
|
|
|
13
14
|
Parameters
|
|
14
15
|
----------
|
|
15
|
-
k_exog : int | None, default None
|
|
16
|
-
Number of exogenous variables to include in the regression. Must be specified if
|
|
17
|
-
state_names is not provided.
|
|
18
|
-
|
|
19
16
|
name : str | None, default "regression"
|
|
20
17
|
A name for this regression component. Used to label dimensions and coordinates.
|
|
21
18
|
|
|
@@ -107,7 +104,6 @@ class RegressionComponent(Component):
|
|
|
107
104
|
|
|
108
105
|
def __init__(
|
|
109
106
|
self,
|
|
110
|
-
k_exog: int | None = None,
|
|
111
107
|
name: str | None = "regression",
|
|
112
108
|
state_names: list[str] | None = None,
|
|
113
109
|
observed_state_names: list[str] | None = None,
|
|
@@ -120,7 +116,9 @@ class RegressionComponent(Component):
|
|
|
120
116
|
observed_state_names = ["data"]
|
|
121
117
|
|
|
122
118
|
self.innovations = innovations
|
|
123
|
-
|
|
119
|
+
validate_names(state_names, var_name="state_names", optional=False)
|
|
120
|
+
k_exog = len(state_names)
|
|
121
|
+
self.state_names = state_names
|
|
124
122
|
|
|
125
123
|
k_states = k_exog
|
|
126
124
|
k_endog = len(observed_state_names)
|
|
@@ -140,26 +138,6 @@ class RegressionComponent(Component):
|
|
|
140
138
|
obs_state_idxs=np.ones(k_states),
|
|
141
139
|
)
|
|
142
140
|
|
|
143
|
-
@staticmethod
|
|
144
|
-
def _get_state_names(k_exog: int | None, state_names: list[str] | None, name: str):
|
|
145
|
-
if k_exog is None and state_names is None:
|
|
146
|
-
raise ValueError("Must specify at least one of k_exog or state_names")
|
|
147
|
-
if state_names is not None and k_exog is not None:
|
|
148
|
-
if len(state_names) != k_exog:
|
|
149
|
-
raise ValueError(f"Expected {k_exog} state names, found {len(state_names)}")
|
|
150
|
-
elif k_exog is None:
|
|
151
|
-
k_exog = len(state_names)
|
|
152
|
-
else:
|
|
153
|
-
state_names = [f"{name}_{i + 1}" for i in range(k_exog)]
|
|
154
|
-
|
|
155
|
-
return k_exog, state_names
|
|
156
|
-
|
|
157
|
-
def _handle_input_data(self, k_exog: int, state_names: list[str] | None, name) -> int:
|
|
158
|
-
k_exog, state_names = self._get_state_names(k_exog, state_names, name)
|
|
159
|
-
self.state_names = state_names
|
|
160
|
-
|
|
161
|
-
return k_exog
|
|
162
|
-
|
|
163
141
|
def make_symbolic_graph(self) -> None:
|
|
164
142
|
k_endog = self.k_endog
|
|
165
143
|
k_endog_effective = 1 if self.share_states else k_endog
|
|
@@ -670,3 +670,10 @@ def get_exog_dims_from_idata(exog_name, idata):
|
|
|
670
670
|
exog_dims = None
|
|
671
671
|
|
|
672
672
|
return exog_dims
|
|
673
|
+
|
|
674
|
+
|
|
675
|
+
def validate_names(names: list[str], var_name: str, optional: bool = True) -> None:
|
|
676
|
+
if names is None:
|
|
677
|
+
if optional:
|
|
678
|
+
return None
|
|
679
|
+
raise ValueError(f"Must specify {var_name}")
|
|
@@ -4,8 +4,8 @@ from pymc.model.core import Model
|
|
|
4
4
|
from pymc.model.fgraph import fgraph_from_model
|
|
5
5
|
from pytensor import Variable
|
|
6
6
|
from pytensor.compile import SharedVariable
|
|
7
|
-
from pytensor.graph import Constant,
|
|
8
|
-
from pytensor.graph.
|
|
7
|
+
from pytensor.graph.basic import Constant, equal_computations
|
|
8
|
+
from pytensor.graph.traversal import graph_inputs
|
|
9
9
|
from pytensor.tensor.random.type import RandomType
|
|
10
10
|
|
|
11
11
|
|
pymc_extras/utils/prior.py
CHANGED
|
@@ -176,20 +176,16 @@ def prior_from_idata(
|
|
|
176
176
|
|
|
177
177
|
>>> with pm.Model(coords=dict(test=range(4), options=range(3))) as model2:
|
|
178
178
|
... priors = prior_from_idata(
|
|
179
|
-
... trace,
|
|
180
|
-
... var_names=["a", "d"],
|
|
181
|
-
...
|
|
182
|
-
...
|
|
183
|
-
...
|
|
184
|
-
...
|
|
185
|
-
...
|
|
186
|
-
...
|
|
187
|
-
...
|
|
188
|
-
...
|
|
189
|
-
... # similar to dict(transform=transforms.log)
|
|
190
|
-
...
|
|
191
|
-
... # set a name, assign a dim and apply simplex transform
|
|
192
|
-
... f=dict(name="new_f", dims="options", transform=transforms.simplex)
|
|
179
|
+
... trace, # the old trace (posterior)
|
|
180
|
+
... var_names=["a", "d"], # take variables as is
|
|
181
|
+
... e="new_e", # assign new name "new_e" for a variable
|
|
182
|
+
... # similar to dict(name="new_e")
|
|
183
|
+
... b=("test",), # set a dim to "test"
|
|
184
|
+
... # similar to dict(dims=("test", ))
|
|
185
|
+
... c=transforms.log, # apply log transform to a positive variable
|
|
186
|
+
... # similar to dict(transform=transforms.log)
|
|
187
|
+
... # set a name, assign a dim and apply simplex transform
|
|
188
|
+
... f=dict(name="new_f", dims="options", transform=transforms.simplex),
|
|
193
189
|
... )
|
|
194
190
|
... trace1 = pm.sample_prior_predictive(100)
|
|
195
191
|
"""
|
pymc_extras/utils/spline.py
CHANGED
|
@@ -97,19 +97,13 @@ def bspline_interpolation(x, *, n=None, eval_points=None, degree=3, sparse=True)
|
|
|
97
97
|
--------
|
|
98
98
|
>>> import pymc as pm
|
|
99
99
|
>>> import numpy as np
|
|
100
|
-
>>> half_months = np.linspace(0, 365, 12*2)
|
|
100
|
+
>>> half_months = np.linspace(0, 365, 12 * 2)
|
|
101
101
|
>>> with pm.Model(coords=dict(knots_time=half_months, time=np.arange(365))) as model:
|
|
102
|
-
... kernel = pm.gp.cov.ExpQuad(1, ls=365/12)
|
|
102
|
+
... kernel = pm.gp.cov.ExpQuad(1, ls=365 / 12)
|
|
103
103
|
... # ready to define gp (a latent process over parameters)
|
|
104
|
-
... gp = pm.gp.gp.Latent(
|
|
105
|
-
... cov_func=kernel
|
|
106
|
-
... )
|
|
104
|
+
... gp = pm.gp.gp.Latent(cov_func=kernel)
|
|
107
105
|
... y_knots = gp.prior("y_knots", half_months[:, None], dims="knots_time")
|
|
108
|
-
... y = pm.Deterministic(
|
|
109
|
-
... "y",
|
|
110
|
-
... bspline_interpolation(y_knots, n=365, degree=3),
|
|
111
|
-
... dims="time"
|
|
112
|
-
... )
|
|
106
|
+
... y = pm.Deterministic("y", bspline_interpolation(y_knots, n=365, degree=3), dims="time")
|
|
113
107
|
... trace = pm.sample_prior_predictive(1)
|
|
114
108
|
|
|
115
109
|
Notes
|
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
Metadata-Version: 2.4
|
|
2
2
|
Name: pymc-extras
|
|
3
|
-
Version: 0.
|
|
3
|
+
Version: 0.7.0
|
|
4
4
|
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.
|
|
5
5
|
Project-URL: Documentation, https://pymc-extras.readthedocs.io/
|
|
6
6
|
Project-URL: Repository, https://github.com/pymc-devs/pymc-extras.git
|
|
@@ -235,8 +235,8 @@ Requires-Python: >=3.11
|
|
|
235
235
|
Requires-Dist: better-optimize>=0.1.5
|
|
236
236
|
Requires-Dist: preliz>=0.20.0
|
|
237
237
|
Requires-Dist: pydantic>=2.0.0
|
|
238
|
-
Requires-Dist: pymc>=5.
|
|
239
|
-
Requires-Dist: pytensor>=2.
|
|
238
|
+
Requires-Dist: pymc>=5.27.0
|
|
239
|
+
Requires-Dist: pytensor>=2.36.3
|
|
240
240
|
Requires-Dist: scikit-learn
|
|
241
241
|
Provides-Extra: complete
|
|
242
242
|
Requires-Dist: dask[complete]<2025.1.1; extra == 'complete'
|
|
@@ -245,7 +245,7 @@ Provides-Extra: dask-histogram
|
|
|
245
245
|
Requires-Dist: dask[complete]<2025.1.1; extra == 'dask-histogram'
|
|
246
246
|
Requires-Dist: xhistogram; extra == 'dask-histogram'
|
|
247
247
|
Provides-Extra: dev
|
|
248
|
-
Requires-Dist: blackjax; extra == 'dev'
|
|
248
|
+
Requires-Dist: blackjax>=0.12; extra == 'dev'
|
|
249
249
|
Requires-Dist: dask[all]<2025.1.1; extra == 'dev'
|
|
250
250
|
Requires-Dist: pytest-mock; extra == 'dev'
|
|
251
251
|
Requires-Dist: pytest>=6.0; extra == 'dev'
|
|
@@ -1,16 +1,16 @@
|
|
|
1
1
|
pymc_extras/__init__.py,sha256=YsR6OG72aW73y6dGS7w3nGGMV-V-ImHkmUOXKMPfMRA,1230
|
|
2
|
-
pymc_extras/deserialize.py,sha256=
|
|
2
|
+
pymc_extras/deserialize.py,sha256=lA5Nc3ZMjlq8sXVBzJLdb3ZkK_PsJNkaH-QhBcQZcd4,5924
|
|
3
3
|
pymc_extras/linearmodel.py,sha256=KkvZ_DBXOD6myPgVNzu742YV0OzDK449_pDqNC5yae4,3975
|
|
4
|
-
pymc_extras/model_builder.py,sha256=
|
|
4
|
+
pymc_extras/model_builder.py,sha256=cypRVbSR2XE7xDU2mL2MfjNXoyruAwtKbuUEhzmWPao,26460
|
|
5
5
|
pymc_extras/printing.py,sha256=bFOANgsOWDk0vbRMvm2h_D5TsT7OiSojdG7tvyfCw28,6506
|
|
6
|
-
pymc_extras/prior.py,sha256=
|
|
6
|
+
pymc_extras/prior.py,sha256=SyBGmZ6XZKpBd8E2tGGZjWvki0ngh1-_h8rLOTTv4hI,44276
|
|
7
7
|
pymc_extras/distributions/__init__.py,sha256=Cge3AP7gzD6qTJY7v2tYRtSgn-rlnIo7wQBgf3IfKQ8,1377
|
|
8
|
-
pymc_extras/distributions/continuous.py,sha256=
|
|
8
|
+
pymc_extras/distributions/continuous.py,sha256=bCXOgnw2Vh_FbYOHCqB0c3ozFVay5Qwua2A211kvWNQ,11251
|
|
9
9
|
pymc_extras/distributions/discrete.py,sha256=HNi-K0_hnNWTcfyBkWGh26sc71FwBgukQ_EjGAaAOjY,13036
|
|
10
|
-
pymc_extras/distributions/histogram_utils.py,sha256=
|
|
11
|
-
pymc_extras/distributions/timeseries.py,sha256=
|
|
10
|
+
pymc_extras/distributions/histogram_utils.py,sha256=kkZHu1F_2qMfOEzwNP4K6QYA_xEKUk9cChImOQ2Nkjs,5847
|
|
11
|
+
pymc_extras/distributions/timeseries.py,sha256=WysWtUchfObTGmKduF47bUBqV_g1kW-uAx4_oKENgDg,12709
|
|
12
12
|
pymc_extras/distributions/multivariate/__init__.py,sha256=E8OeLW9tTotCbrUjEo4um76-_WQD56PehsPzkKmhfyA,93
|
|
13
|
-
pymc_extras/distributions/multivariate/r2d2m2cp.py,sha256=
|
|
13
|
+
pymc_extras/distributions/multivariate/r2d2m2cp.py,sha256=5SzvD41pu-EWyWlDNz4AR4Sl8MkyC-1dYwkADFh5Avg,16009
|
|
14
14
|
pymc_extras/distributions/transforms/__init__.py,sha256=FUp2vyRE6_2eUcQ_FVt5Dn0-vy5I-puV-Kz13-QtLNc,104
|
|
15
15
|
pymc_extras/distributions/transforms/partial_order.py,sha256=oEZlc9WgnGR46uFEjLzKEUxlhzIo2vrUUbBE3vYrsfQ,8404
|
|
16
16
|
pymc_extras/gp/__init__.py,sha256=sFHw2y3lEl5tG_FDQHZUonQ_k0DF1JRf0Rp8dpHmge0,745
|
|
@@ -18,53 +18,54 @@ pymc_extras/gp/latent_approx.py,sha256=cDEMM6H1BL2qyKg7BZU-ISrKn2HJe7hDaM4Y8GgQD
|
|
|
18
18
|
pymc_extras/inference/__init__.py,sha256=hI3yqfEVzoUNlCpL1z579F9EqM-NlPTzMfHj8IKY-xE,1009
|
|
19
19
|
pymc_extras/inference/fit.py,sha256=hNTqLms_mTdjfnCEVIHMcMiPZ3fkU3HEEkbt6LWWhLw,1443
|
|
20
20
|
pymc_extras/inference/dadvi/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
21
|
-
pymc_extras/inference/dadvi/dadvi.py,sha256=
|
|
21
|
+
pymc_extras/inference/dadvi/dadvi.py,sha256=rERiyMn1ywEerWJ8rq3WNZKtKEpX2lHAdqApatZyJpQ,9698
|
|
22
22
|
pymc_extras/inference/laplace_approx/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
23
|
-
pymc_extras/inference/laplace_approx/find_map.py,sha256=
|
|
24
|
-
pymc_extras/inference/laplace_approx/idata.py,sha256
|
|
25
|
-
pymc_extras/inference/laplace_approx/laplace.py,sha256=
|
|
26
|
-
pymc_extras/inference/laplace_approx/scipy_interface.py,sha256=
|
|
23
|
+
pymc_extras/inference/laplace_approx/find_map.py,sha256=fbK0swDsSBo7pP1TBokREa2wkK1ajL_gLVVuREHH33k,13658
|
|
24
|
+
pymc_extras/inference/laplace_approx/idata.py,sha256=Dxj6A8aJXn8c24vD_PZmMgIgrwEmaYDlbw5UAJq0Nyw,14172
|
|
25
|
+
pymc_extras/inference/laplace_approx/laplace.py,sha256=J4Ddt7Jc1nRZvxHYUz2CWSpvJCJOMG3p2ayyUf1T7tE,20377
|
|
26
|
+
pymc_extras/inference/laplace_approx/scipy_interface.py,sha256=Crhix_dLA8Y_NvuUDmVQnKWAWGjufmQwDLh-bK9dz_o,10235
|
|
27
27
|
pymc_extras/inference/pathfinder/__init__.py,sha256=FhAYrCWNx_dCrynEdjg2CZ9tIinvcVLBm67pNx_Y3kA,101
|
|
28
|
+
pymc_extras/inference/pathfinder/idata.py,sha256=muAPc9JeI8ZmpjzSp9tSj-uNrcsoNkYb4raJqjgf5UQ,18636
|
|
28
29
|
pymc_extras/inference/pathfinder/importance_sampling.py,sha256=NwxepXOFit3cA5zEebniKdlnJ1rZWg56aMlH4MEOcG4,6264
|
|
29
30
|
pymc_extras/inference/pathfinder/lbfgs.py,sha256=GOoJBil5Kft_iFwGNUGKSeqzI5x_shA4KQWDwgGuQtQ,7110
|
|
30
|
-
pymc_extras/inference/pathfinder/pathfinder.py,sha256=
|
|
31
|
+
pymc_extras/inference/pathfinder/pathfinder.py,sha256=IdKyJvGAeRstvTprKVQ4xk1hy6KjB8h-ggbmM7kMPEw,67345
|
|
31
32
|
pymc_extras/inference/smc/__init__.py,sha256=wyaT4NJl1YsSQRLiDy-i0Jq3CbJZ2BQd4nnCk-dIngY,603
|
|
32
|
-
pymc_extras/inference/smc/sampling.py,sha256=
|
|
33
|
+
pymc_extras/inference/smc/sampling.py,sha256=eyRIFPf--tcPpuHPNCxGZNQZVd7MazR4l9aURNY87S0,15385
|
|
33
34
|
pymc_extras/model/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
34
35
|
pymc_extras/model/model_api.py,sha256=UHMfQXxWBujeSiUySU0fDUC5Sd_BjT8FoVz3iBxQH_4,2400
|
|
35
36
|
pymc_extras/model/marginal/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
36
|
-
pymc_extras/model/marginal/distributions.py,sha256=
|
|
37
|
-
pymc_extras/model/marginal/graph_analysis.py,sha256=
|
|
38
|
-
pymc_extras/model/marginal/marginal_model.py,sha256=
|
|
37
|
+
pymc_extras/model/marginal/distributions.py,sha256=mf6Czm6av2nCydu6uKqjamKFPD8efWJmNlTMy4Ojrvk,15621
|
|
38
|
+
pymc_extras/model/marginal/graph_analysis.py,sha256=Ft7RZC126R0TW2GuFdgb9uN-JSgDGTeffs-UuPcDHQE,15884
|
|
39
|
+
pymc_extras/model/marginal/marginal_model.py,sha256=Wgfcq6hplACU4Kh8aKT2P_kz_yo7r0wIVTupZQtQUKw,23969
|
|
39
40
|
pymc_extras/model/transforms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
40
41
|
pymc_extras/model/transforms/autoreparam.py,sha256=_NltGWmNqi_X9sHCqAvWcBveLTPxVy11-wENFTcN6kk,12377
|
|
41
42
|
pymc_extras/preprocessing/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
42
43
|
pymc_extras/preprocessing/standard_scaler.py,sha256=Vajp33ma6OkwlU54JYtSS8urHbMJ3CRiRFxZpvFNuus,600
|
|
43
44
|
pymc_extras/statespace/__init__.py,sha256=PxV8i4aa2XJarRM6aKU14_bEY1AoLu4bNXIBy_E1rRw,431
|
|
44
45
|
pymc_extras/statespace/core/__init__.py,sha256=LEhkqdMZzzcTyzYml45IM4ykWoCdbWWj2c29IpM_ey8,309
|
|
45
|
-
pymc_extras/statespace/core/compile.py,sha256=
|
|
46
|
+
pymc_extras/statespace/core/compile.py,sha256=GB2H7sE28OdQ6GmNIjtq1R1Oua2GPf6kWJ7IPuYJaNA,1607
|
|
46
47
|
pymc_extras/statespace/core/representation.py,sha256=boY-jjlkd3KuuO2XiSuV-GwEAyEqRJ9267H72AmE3BU,18956
|
|
47
|
-
pymc_extras/statespace/core/statespace.py,sha256=
|
|
48
|
+
pymc_extras/statespace/core/statespace.py,sha256=pyXIS95MJtJFzQozzdx4tNvf5-jY0Po3Z8aqaNAD7uo,108190
|
|
48
49
|
pymc_extras/statespace/filters/__init__.py,sha256=F0EtZUhArp23lj3upy6zB0mDTjLIjwGh0pKmMny0QfY,420
|
|
49
|
-
pymc_extras/statespace/filters/distributions.py,sha256
|
|
50
|
-
pymc_extras/statespace/filters/kalman_filter.py,sha256=
|
|
51
|
-
pymc_extras/statespace/filters/kalman_smoother.py,sha256=
|
|
52
|
-
pymc_extras/statespace/filters/utilities.py,sha256=
|
|
53
|
-
pymc_extras/statespace/models/DFM.py,sha256=
|
|
54
|
-
pymc_extras/statespace/models/ETS.py,sha256=
|
|
55
|
-
pymc_extras/statespace/models/SARIMAX.py,sha256=
|
|
56
|
-
pymc_extras/statespace/models/VARMAX.py,sha256=
|
|
50
|
+
pymc_extras/statespace/filters/distributions.py,sha256=uLCs3iJObHyslOPLUFJp5G9w56AWJIofiFq2KozecXc,11881
|
|
51
|
+
pymc_extras/statespace/filters/kalman_filter.py,sha256=x6J54t9cHi3tXKtCB6QW62Kyit5zjd5AnI3IFdxKtzw,31561
|
|
52
|
+
pymc_extras/statespace/filters/kalman_smoother.py,sha256=JmnvXwHVzWTdmtgECTJY0FJOFZG6O9aEfRoSTWEeU2s,4111
|
|
53
|
+
pymc_extras/statespace/filters/utilities.py,sha256=BBMDeWBcJWZfGc9owuMsOedVIXVDQ8Z2eMiU9vWeVr0,1494
|
|
54
|
+
pymc_extras/statespace/models/DFM.py,sha256=EiZ3x4iFPGeha8bPp1tok4us8Z6UVUu1sFmKIM1i0xc,36458
|
|
55
|
+
pymc_extras/statespace/models/ETS.py,sha256=LEsSKzbfm9Ol8UZQjNurcrM1CLQyozKfJtby7AzsDeI,27667
|
|
56
|
+
pymc_extras/statespace/models/SARIMAX.py,sha256=CNac0LVOqE6qM40YKZ4KdYF6EUR2gZfR5H__AdPDFOs,24558
|
|
57
|
+
pymc_extras/statespace/models/VARMAX.py,sha256=i9r4DcIl2MWH8JWG4u5T3k3Oe8aXHYld43d8sIqO_pg,22374
|
|
57
58
|
pymc_extras/statespace/models/__init__.py,sha256=DUwPrwfnz9AUbgZOFvZeUpWEw5FiPAK5X9x7vZrRWqY,319
|
|
58
|
-
pymc_extras/statespace/models/utilities.py,sha256=
|
|
59
|
+
pymc_extras/statespace/models/utilities.py,sha256=D1VMCXzwlNChfk-x4f9cOhfsK_xOoBBhmRzpjdx0tEs,27329
|
|
59
60
|
pymc_extras/statespace/models/structural/__init__.py,sha256=jvbczE1IeNkhW7gMQ2vF2BhhKHeYyfD90mV-Awko-Vs,811
|
|
60
61
|
pymc_extras/statespace/models/structural/core.py,sha256=n0cbP8_-NFLmflFF4x37AyOOIHcY5iylRrgTzjyOAhM,35374
|
|
61
62
|
pymc_extras/statespace/models/structural/utils.py,sha256=Eze34Z0iXJzDC_gZEY2mHrp2VIYu8rHV915vM4U5Sn4,359
|
|
62
63
|
pymc_extras/statespace/models/structural/components/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
63
|
-
pymc_extras/statespace/models/structural/components/autoregressive.py,sha256=
|
|
64
|
+
pymc_extras/statespace/models/structural/components/autoregressive.py,sha256=qlV38eJtjejYi9ujiCyUWfeSbFBXdNvi-hgKx57OQ28,8048
|
|
64
65
|
pymc_extras/statespace/models/structural/components/cycle.py,sha256=qEiGFGMEXKS2Tl_zgzKIp77ijGXCVq6UIHEZp_ErHSQ,13931
|
|
65
66
|
pymc_extras/statespace/models/structural/components/level_trend.py,sha256=7glYX_tKOJPq6uB1NBuPQFFZGkhcwK4GMZUBTcU0xIY,11357
|
|
66
67
|
pymc_extras/statespace/models/structural/components/measurement_error.py,sha256=5LHDx3IplNrWSGcsY3xJLywKPosTqr42jlrvm80ZApM,5316
|
|
67
|
-
pymc_extras/statespace/models/structural/components/regression.py,sha256=
|
|
68
|
+
pymc_extras/statespace/models/structural/components/regression.py,sha256=U2zlVY31WbhFCime69aN6R3VKPlNVf5HNTfIjfiPy-M,8949
|
|
68
69
|
pymc_extras/statespace/models/structural/components/seasonality.py,sha256=soXJIZ2xewUhSUb5s2MGnxvnQCcir7ZgbgkSr94xEvc,26987
|
|
69
70
|
pymc_extras/statespace/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
70
71
|
pymc_extras/statespace/utils/constants.py,sha256=Dj1XpY_u5EliyStGrEFq5jmA5d_EMHCT4teaifxiTko,2577
|
|
@@ -72,10 +73,10 @@ pymc_extras/statespace/utils/coord_tools.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm
|
|
|
72
73
|
pymc_extras/statespace/utils/data_tools.py,sha256=Tomur7d8WCKlMXUCrPqufqVTKUe_nLLCHdipsM9pmaI,6620
|
|
73
74
|
pymc_extras/utils/__init__.py,sha256=yxI9cJ7fCtVQS0GFw0y6mDGZIQZiK53vm3UNKqIuGSk,758
|
|
74
75
|
pymc_extras/utils/linear_cg.py,sha256=KkXhuimFsrKtNd_0By2ApxQQQNm5FdBtmDQJOVbLYkA,10056
|
|
75
|
-
pymc_extras/utils/model_equivalence.py,sha256=
|
|
76
|
-
pymc_extras/utils/prior.py,sha256=
|
|
77
|
-
pymc_extras/utils/spline.py,sha256=
|
|
78
|
-
pymc_extras-0.
|
|
79
|
-
pymc_extras-0.
|
|
80
|
-
pymc_extras-0.
|
|
81
|
-
pymc_extras-0.
|
|
76
|
+
pymc_extras/utils/model_equivalence.py,sha256=9MLwSj7VwxxKupzmEkKBbwGD1X0WM2FGcGIpfb8bViw,2197
|
|
77
|
+
pymc_extras/utils/prior.py,sha256=mnuFpamp04eQJuTU5NyB2PfCG5r-1McSmQGwQXSR_Lg,6670
|
|
78
|
+
pymc_extras/utils/spline.py,sha256=R0u3eAcV5bRmD2YSLqDm0qnaJbEuf3V38OZ7amV7-Tc,4732
|
|
79
|
+
pymc_extras-0.7.0.dist-info/METADATA,sha256=iTIf9JVSRSbvmGz-ASblyd_lR8Jj4eWrUsjgzx97QUw,18904
|
|
80
|
+
pymc_extras-0.7.0.dist-info/WHEEL,sha256=WLgqFyCfm_KASv4WHyYy0P3pM_m7J5L9k2skdKLirC8,87
|
|
81
|
+
pymc_extras-0.7.0.dist-info/licenses/LICENSE,sha256=WjiLhUKEysJvy5e9jk6WwFv9tmAPtnov1uJ6gcH1kIs,11720
|
|
82
|
+
pymc_extras-0.7.0.dist-info/RECORD,,
|
|
File without changes
|