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Fix minor typo in Making a Custom Statespace Model.ipynb. (#417)
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Change x_{t+1} to x_t on the left-hand side and x_t to x_{t-1} on the
right-hand side of eq (1).
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niskrev authored Feb 3, 2025
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2 changes: 1 addition & 1 deletion notebooks/Making a Custom Statespace Model.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -73,7 +73,7 @@
"\n",
"The statespace module is designed to make it easy for users to create their own statespace models. At its core, a statspace model is just a system of two linear equatons:\n",
"\n",
"$$\\begin{align} x_{t+1} &= A_t x_t + c_t + R_t \\varepsilon_t, & \\varepsilon_t &\\sim N(0, Q_t) \\\\\n",
"$$\\begin{align} x_{t} &= A_t x_{t-1} + c_t + R_t \\varepsilon_t, & \\varepsilon_t &\\sim N(0, Q_t) \\\\\n",
"y_t &= Z_t x_t + d_t + \\eta_t, & \\eta_t &\\sim N(0, H_t) \\\\\n",
"x_0 &\\sim N(\\bar x, P)\\end{align}$$\n",
"\n",
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