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Add ETS model
1 parent f61e161 commit 90bb0c8

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6 files changed

+613
-3
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6 files changed

+613
-3
lines changed

pymc_experimental/statespace/core/statespace.py

Lines changed: 14 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -304,7 +304,19 @@ def _print_data_requirements(self) -> None:
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f"{out}"
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)
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307-
def _unpack_statespace_with_placeholders(self) -> tuple[pt.TensorVariable]:
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def _unpack_statespace_with_placeholders(
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self,
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) -> tuple[
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pt.TensorVariable,
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pt.TensorVariable,
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pt.TensorVariable,
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pt.TensorVariable,
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pt.TensorVariable,
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pt.TensorVariable,
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pt.TensorVariable,
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pt.TensorVariable,
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pt.TensorVariable,
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]:
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"""
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Helper function to quickly obtain all statespace matrices in the standard order. Matrices returned by this
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method will include pytensor placeholders.
@@ -448,7 +460,7 @@ def add_default_priors(self) -> None:
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raise NotImplementedError("The add_default_priors property has not been implemented!")
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def make_and_register_variable(
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self, name, shape: int | tuple[int] | None = None, dtype=floatX
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self, name, shape: int | tuple[int, ...] | None = None, dtype=floatX
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) -> Variable:
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"""
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Helper function to create a pytensor symbolic variable and register it in the _name_to_variable dictionary

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