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Correct transition matrix
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pymc_extras/statespace/models/structural.py

Lines changed: 1 addition & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -1307,14 +1307,13 @@ def make_symbolic_graph(self) -> None:
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if self.remove_first_state:
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# In this case, parameters are normalized to sum to zero, so the current state is the negative sum of
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# all previous states.
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one_d = np.ones((self.duration, self.duration))
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zero_d = np.zeros((self.duration, self.duration))
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id_d = np.eye(self.duration)
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blocks = []
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# First row: all -1_d blocks
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first_row = [-one_d for _ in range(self.season_length - 1)]
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first_row = [-id_d for _ in range(self.season_length - 1)]
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blocks.append(first_row)
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# Rows 2 to season_length-1: shifted identity blocks

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