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pymc-devs / pymc-extras Public

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Allow exogenous regressors in `BayesianVARMAX`#567

Merged

AlexAndorra merged 5 commits intopymc-devs:mainpymc-devs/pymc-extras:mainfrom

jessegrabowski:varmax-exogenousjessegrabowski/pymc-extras:varmax-exogenousCopy head branch name to clipboard

Aug 26, 2025

Conversation Commits5 (5)Checks Files changed

Merged

Allow exogenous regressors in `BayesianVARMAX`#567
AlexAndorra merged 5 commits intopymc-devs:mainfrom
jessegrabowski:varmax-exogenous

Commits

Commits on Aug 25, 2025

First pass on exogenous variables in VARMA
jessegrabowski
committed
Adjust state names for API consistency
jessegrabowski
committed
Allow exogenous variables in BayesianVARMAX
jessegrabowski
committed
Eagerly simplify model where possible
jessegrabowski
committed
Typo fix
jessegrabowski
committed

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