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16 | 16 | from pytensor import Variable, graph_replace
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17 | 17 | from pytensor.compile import get_mode
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18 | 18 |
|
| 19 | +from pymc_extras.statespace.core.filters import KalmanSmoother |
19 | 20 | from pymc_extras.statespace.core.representation import PytensorRepresentation
|
| 21 | +from pymc_extras.statespace.distributions.normal import MvNormalSVD |
| 22 | +from pymc_extras.statespace.distributions.sequence import SequenceMvNormal |
20 | 23 | from pymc_extras.statespace.filters import (
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21 | 24 | CholeskyFilter,
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22 |
| - SingleTimeseriesFilter, |
23 | 25 | StandardFilter,
|
24 | 26 | SteadyStateFilter,
|
25 | 27 | UnivariateFilter,
|
26 | 28 | )
|
27 | 29 | from pymc_extras.statespace.filters.distributions import (
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28 | 30 | LinearGaussianStateSpace,
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29 |
| - LinearGaussianStateSpaceRV, |
30 | 31 | )
|
31 | 32 | from pymc_extras.statespace.filters.utilities import stabilize
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32 | 33 | from pymc_extras.statespace.utils.constants import (
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| 34 | + ALL_STATE_AUX_DIM, |
| 35 | + ALL_STATE_DIM, |
| 36 | + FILTER_OUTPUT_DIMS, |
| 37 | + FILTER_OUTPUT_TYPES, |
33 | 38 | JITTER_DEFAULT,
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34 | 39 | LONG_MATRIX_NAMES,
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35 |
| - MISSING_FILL, |
| 40 | + MATRIX_DIMS, |
| 41 | + OBS_STATE_DIM, |
| 42 | + SHOCK_DIM, |
36 | 43 | SHORT_NAME_TO_LONG,
|
| 44 | + TIME_DIM, |
| 45 | + VECTOR_VALUED, |
37 | 46 | )
|
38 | 47 | from pymc_extras.statespace.utils.data_tools import register_data_with_pymc
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39 | 48 |
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@@ -2033,7 +2042,10 @@ def forecast(
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2033 | 2042 | }
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2034 | 2043 |
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2035 | 2044 | matrices = graph_replace(matrices, replace=sub_dict, strict=True)
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2036 |
| - [setattr(matrix, "name", name) for name, matrix in zip(LONG_MATRIX_NAMES[2:], matrices)] |
| 2045 | + [ |
| 2046 | + setattr(matrix, "name", name) |
| 2047 | + for name, matrix in zip(LONG_MATRIX_NAMES[2:], matrices) |
| 2048 | + ] |
2037 | 2049 |
|
2038 | 2050 | _ = LinearGaussianStateSpace(
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2039 | 2051 | "forecast",
|
|
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