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Add local level example #449

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90fcbf3
add local level example
Apr 4, 2025
f9106f6
fix example
Apr 4, 2025
9d2af78
add source
Apr 4, 2025
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1 change: 1 addition & 0 deletions .gitignore
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Expand Up @@ -45,3 +45,4 @@ pytestdebug.log
# Codespaces
pythonenv*
env/
venv/
834 changes: 834 additions & 0 deletions notebooks/Local Level.ipynb
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4 changes: 2 additions & 2 deletions pymc_extras/statespace/core/statespace.py
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Expand Up @@ -175,8 +175,8 @@ def make_symbolic_graph(self):

x0 = self.make_and_register_variable('x0', shape=(2,))
P0 = self.make_and_register_variable('P0', shape=(2,2))
sigma_mu = self.make_and_register_variable('sigma_nu')
sigma_eta = self.make_and_register_variable('sigma_eta')
sigma_nu = self.make_and_register_variable('sigma_nu', shape=())
sigma_eta = self.make_and_register_variable('sigma_eta', shape=())

# Next, use these symbolic variables to build the statespace matrices by assigning each parameter
# to its correct location in the correct matrix
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