@@ -167,7 +167,9 @@ def exog_pymc_mod(exog_ss_mod, exog_data):
167167 P0_diag = pm .Gamma ("P0_diag" , alpha = 2 , beta = 4 , dims = ["state" ])
168168 P0 = pm .Deterministic ("P0" , pt .diag (P0_diag ), dims = ["state" , "state_aux" ])
169169
170- initial_trend = pm .Normal ("initial_trend" , mu = [0 ], sigma = [0.005 ], dims = ["trend_state" ])
170+ initial_trend = pm .Normal (
171+ "level_trend_initial" , mu = [0 ], sigma = [0.005 ], dims = ["level_trend_state" ]
172+ )
171173
172174 data_exog = pm .Data (
173175 "data_exog" , exog_data ["x1" ].values [:, None ], dims = ["time" , "exog_state" ]
@@ -184,12 +186,12 @@ def pymc_mod_no_exog(ss_mod_no_exog, rng):
184186 y = pd .DataFrame (rng .normal (size = (100 , 1 )).astype (floatX ), columns = ["y" ])
185187
186188 with pm .Model (coords = ss_mod_no_exog .coords ) as m :
187- initial_trend = pm .Normal ("initial_trend " , dims = ["trend_state " ])
189+ initial_trend = pm .Normal ("level_trend_initial " , dims = ["level_trend_state " ])
188190 P0_sigma = pm .Exponential ("P0_sigma" , 1 )
189191 P0 = pm .Deterministic (
190192 "P0" , pt .eye (ss_mod_no_exog .k_states ) * P0_sigma , dims = ["state" , "state_aux" ]
191193 )
192- sigma_trend = pm .Exponential ("sigma_trend " , 1 , dims = ["trend_shock " ])
194+ sigma_trend = pm .Exponential ("level_trend_sigma " , 1 , dims = ["level_trend_shock " ])
193195 ss_mod_no_exog .build_statespace_graph (y )
194196
195197 return m
@@ -204,12 +206,12 @@ def pymc_mod_no_exog_dt(ss_mod_no_exog_dt, rng):
204206 )
205207
206208 with pm .Model (coords = ss_mod_no_exog_dt .coords ) as m :
207- initial_trend = pm .Normal ("initial_trend " , dims = ["trend_state " ])
209+ initial_trend = pm .Normal ("level_trend_initial " , dims = ["level_trend_state " ])
208210 P0_sigma = pm .Exponential ("P0_sigma" , 1 )
209211 P0 = pm .Deterministic (
210212 "P0" , pt .eye (ss_mod_no_exog_dt .k_states ) * P0_sigma , dims = ["state" , "state_aux" ]
211213 )
212- sigma_trend = pm .Exponential ("sigma_trend " , 1 , dims = ["trend_shock " ])
214+ sigma_trend = pm .Exponential ("level_trend_sigma " , 1 , dims = ["level_trend_shock " ])
213215 ss_mod_no_exog_dt .build_statespace_graph (y )
214216
215217 return m
@@ -313,7 +315,7 @@ def test_build_statespace_graph_warns_if_data_has_nans():
313315 ss_mod = st .LevelTrendComponent (order = 1 , innovations_order = 0 ).build (verbose = False )
314316
315317 with pm .Model () as pymc_mod :
316- initial_trend = pm .Normal ("initial_trend " , shape = (1 ,))
318+ initial_trend = pm .Normal ("level_trend_initial " , shape = (1 ,))
317319 P0 = pm .Deterministic ("P0" , pt .eye (1 , dtype = floatX ))
318320 with pytest .warns (pm .ImputationWarning ):
319321 ss_mod .build_statespace_graph (
@@ -326,7 +328,7 @@ def test_build_statespace_graph_raises_if_data_has_missing_fill():
326328 ss_mod = st .LevelTrendComponent (order = 1 , innovations_order = 0 ).build (verbose = False )
327329
328330 with pm .Model () as pymc_mod :
329- initial_trend = pm .Normal ("initial_trend " , shape = (1 ,))
331+ initial_trend = pm .Normal ("level_trend_initial " , shape = (1 ,))
330332 P0 = pm .Deterministic ("P0" , pt .eye (1 , dtype = floatX ))
331333 with pytest .raises (ValueError , match = "Provided data contains the value 1.0" ):
332334 data = np .ones ((10 , 1 ), dtype = floatX )
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