Multivariate Structural Statespace Components#529

Merged

jessegrabowski merged 63 commits intopymc-devs:mainfrom

jessegrabowski:multivariate-structural

Jul 16, 2025

Commits on Jul 1, 2025

Commits on Jul 2, 2025

Use pytensor block_diag for Cycle
AlexAndorra
committed

Commits on Jul 6, 2025

Commits on Jul 7, 2025

updated coord dimension names in regression component to always use the user given name as a prefix
Dekermanjian
committed
updated level_trend component so that component name is added as a prefix to coord dimension names and updated tests in test_statespace accordingly
Dekermanjian
committed
Allow multiple observed in FrequencySeasonality component
jessegrabowski
committed
Propagate static shape information in join_tensors_by_dim_labels where possible
jessegrabowski
committed
Regression component bugfix and tests
jessegrabowski
committed
update default name in test
jessegrabowski
committed
merged resolved conflicts
Dekermanjian
committed
Improve cycle code with Jesse's feedback
AlexAndorra
committed
Explicitly test matrices in test_cycle
AlexAndorra
committed
Add test addition of two Cycles with different observed names
AlexAndorra
committed
Make code for state cov when no innov clearer
AlexAndorra
committed

Commits on Jul 8, 2025

1. updated coords for level trend component and regression component
Dekermanjian
committed

Commits on Jul 9, 2025

Commits on Jul 10, 2025

Commits on Jul 12, 2025

updated leveltrend, seasonal, cycle components to adhere to naming schema and updated tests in accordance to naming changes
Dekermanjian
committed

Commits on Jul 13, 2025

Commits on Jul 15, 2025

Commits on Jul 16, 2025