Code

Add DiscreteMarkovChain distribution#100

Code

Merged

ricardoV94 merged 44 commits intopymc-devs:mainpymc-devs/pymc-extras:mainfrom jessegrabowski:discrete-markovjessegrabowski/pymc-extras:discrete-markovCopy head branch name to clipboardApr 20, 2023

+1,881-3

Commits

Commits on Dec 16, 2022

• add DiscreteMarkovChainRV

  jessegrabowski

  committed
  c42c94a

  Copy full SHA for c42c94a

Commits on Dec 17, 2022

• remove validate_transition_matrix

  Show description for fd472bd
  jessegrabowski

  committed
  fd472bd

  Copy full SHA for fd472bd

• remove x0 argument

  Show description for 37ef8e0
  jessegrabowski

  committed
  37ef8e0

  Copy full SHA for 37ef8e0

• Add reshape logic to rv_op based on size and init_dist

  Show description for b4e15db
  jessegrabowski

  committed
  b4e15db

  Copy full SHA for b4e15db

• Remove moot TODO comments

  jessegrabowski

  committed
  a3408ba

  Copy full SHA for a3408ba

Commits on Dec 18, 2022

• Update and re-run example notebook

  jessegrabowski

  committed
  22bfe17

  Copy full SHA for 22bfe17

• Update pytensor alias to pt

  Show description for 3aef66d
  jessegrabowski

  committed
  3aef66d

  Copy full SHA for 3aef66d

• Remove moment method

  Show description for c2d5fc6
  jessegrabowski

  committed
  c2d5fc6

  Copy full SHA for c2d5fc6

• Wrap tests into test class

  jessegrabowski

  committed
  d77337c

  Copy full SHA for d77337c

• Add test for default initial distribution warning

  jessegrabowski

  committed
  82978f0

  Copy full SHA for 82978f0

• Replace .dimshuffle with pt.moveaxis in rv_op

  jessegrabowski

  committed
  b797af3

  Copy full SHA for b797af3

• Fix scan error

  Show description for d827586
  jessegrabowski

  committed
  d827586

  Copy full SHA for d827586

• Add test for change_dist_size

  jessegrabowski

  committed
  0267801

  Copy full SHA for 0267801

• Add code example to DiscreteMarkovChain docstring

  jessegrabowski

  committed
  b7794ed

  Copy full SHA for b7794ed

• Update pymc_experimental/distributions/timeseries.py

  Show description for ab00e6c
  

  jessegrabowski

  and

  ricardoV94

  authored
  ab00e6c

  Copy full SHA for ab00e6c

• Remove shape argument from default init_dist

  Show description for bfb6b43
  

  jessegrabowski

  and

  ricardoV94

  authored
  bfb6b43

  Copy full SHA for bfb6b43

• Use shape parameter in example code

  Show description for ad3a878
  

  jessegrabowski

  and

  ricardoV94

  authored
  ad3a878

  Copy full SHA for ad3a878

• Remove steps adjustment from __new__

  jessegrabowski

  committed
  7912d02

  Copy full SHA for 7912d02

• Remove .squeeze() from scan output

  Show description for 85233f6
  jessegrabowski

  committed
  85233f6

  Copy full SHA for 85233f6

• Remove dimension check on init_dist

  jessegrabowski

  committed
  b42184d

  Copy full SHA for b42184d

Commits on Dec 19, 2022

• Fix batch size detection

  Show description for 4773aa8
  jessegrabowski

  committed
  4773aa8

  Copy full SHA for 4773aa8

Commits on Dec 20, 2022

• Add support for n_lags > 1

  jessegrabowski

  committed
  a2b79f2

  Copy full SHA for a2b79f2

• Fix shape of markov_chain when P has a batch_size and n_lags == 1.

  jessegrabowski

  committed
  7fb1e56

  Copy full SHA for 7fb1e56

• Add test to recover P when n_lags > 1

  jessegrabowski

  committed
  847a2f9

  Copy full SHA for 847a2f9

• Fix logp shape checking wrong dimension of init_dist

  jessegrabowski

  committed
  c52191e

  Copy full SHA for c52191e

Commits on Apr 15, 2023

• Updates imports following pymc-devs/pymc#6441

  jessegrabowski

  committed
  ed2983f

  Copy full SHA for ed2983f

• Add a moment function to DiscreteMarkovRV

  jessegrabowski

  committed
  bbaa81e

  Copy full SHA for bbaa81e

• Raise NotImplementedError if init_dist is not pm.Categorical

  jessegrabowski

  committed
  9ac136b

  Copy full SHA for 9ac136b

• Update example notebook with some new plots

  jessegrabowski

  committed
  2673b12

  Copy full SHA for 2673b12

• Fix a bug that broke n_lags > 1

  Show description for b2df5a2
  jessegrabowski

  committed
  b2df5a2

  Copy full SHA for b2df5a2

Commits on Apr 16, 2023

• Rename test function to correctly match test

  jessegrabowski

  committed
  daffdc8

  Copy full SHA for daffdc8

Commits on Apr 17, 2023

• rebase from main

  jessegrabowski

  committed
  c35bc31

  Copy full SHA for c35bc31

• Add timeseries.DiscreteMarkovChain to api_reference.rst

  jessegrabowski

  committed
  170e20b

  Copy full SHA for 170e20b

• Remove check on init_dist

  jessegrabowski

  committed
  eb23686

  Copy full SHA for eb23686

• Add DiscreteMarkovChain to distribtuions.__all__

  jessegrabowski

  committed
  c24a86d

  Copy full SHA for c24a86d

• Change example notebook title, add subtitles, add plots comparing results to statsmodels

  jessegrabowski

  committed
  ee141ef

  Copy full SHA for ee141ef

• Pass init_dist to all tests to avoid UserWarning

  jessegrabowski

  committed
  f138cac

  Copy full SHA for f138cac

• Fix flakey test_moment_function test

  jessegrabowski

  committed
  66a3198

  Copy full SHA for 66a3198

• Fix latex in docstring

  jessegrabowski

  committed
  10e2817

  Copy full SHA for 10e2817

• Apply suggestions from code review

  Show description for 7ef7ae6
  

  jessegrabowski

  and

  ricardoV94

  authored
  7ef7ae6

  Copy full SHA for 7ef7ae6

• Fix latex in docstring

  jessegrabowski

  committed
  0624d2d

  Copy full SHA for 0624d2d

• Merge branch 'discrete-markov' of https://github.com/jessegrabowski/pymc-experimental into discrete-markov

  jessegrabowski

  committed
  f07cdba

  Copy full SHA for f07cdba

• Fix latex in docstring

  jessegrabowski

  committed
  994e3fb

  Copy full SHA for 994e3fb

• Fix warning in docstring

  jessegrabowski

  committed
  3c96dc8

  Copy full SHA for 3c96dc8