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Fix Cycle docstring examples
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  • pymc_extras/statespace/models/structural/components

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pymc_extras/statespace/models/structural/components/cycle.py

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@@ -94,13 +94,13 @@ class CycleComponent(Component):
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intitial_trend = pm.Normal('initial_trend', dims=ss_mod.param_dims['initial_trend'])
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sigma_trend = pm.HalfNormal('sigma_trend', dims=ss_mod.param_dims['sigma_trend'])
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cycle_strength = pm.Normal('business_cycle')
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cycle_strength = pm.Normal("business_cycle", dims=ss_mod.param_dims["business_cycle"])
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cycle_length = pm.Uniform('business_cycle_length', lower=6, upper=12)
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sigma_cycle = pm.HalfNormal('sigma_business_cycle', sigma=1)
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ss_mod.build_statespace_graph(data)
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idata = pm.sample(nuts_sampler='numpyro')
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ss_mod.build_statespace_graph(data)
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idata = pm.sample()
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**Multivariate Example:**
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Model cycles for multiple economic indicators with variable-specific innovation variances:
@@ -122,6 +122,7 @@ class CycleComponent(Component):
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# In PyMC model:
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with pm.Model(coords=ss_mod.coords) as model:
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P0 = pm.Deterministic("P0", pt.eye(ss_mod.k_states), dims=ss_mod.param_dims["P0"])
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# Initial states: shape (3, 2) for 3 variables, 2 states each
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cycle_init = pm.Normal('business_cycle', dims=('business_cycle_endog', 'business_cycle_state'))
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@@ -131,6 +132,9 @@ class CycleComponent(Component):
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# Innovation variances: shape (3,) for variable-specific variances
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sigma_cycle = pm.HalfNormal('sigma_business_cycle', dims=('business_cycle_endog',))
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ss_mod.build_statespace_graph(data)
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idata = pm.sample()
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References
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----------
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.. [1] Durbin, James, and Siem Jan Koopman. 2012.

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