v0.4.1

What's Changed

New Features 🎉

• Fix seasonality dims, coord and params by @AlexAndorra in #559
• Allow multivariate components to share latent states by @jessegrabowski in #558
• Allow exogenous regressions in BayesianSARIMAX by @jessegrabowski in #566
• Allow exogenous regressors in BayesianVARMAX by @jessegrabowski in #567

Bugfixes 🪲

• Fix hidden state extraction where there are multiple observed states by @jessegrabowski in #548
• Fix AR labeling + core docstrings typo by @AlexAndorra in #549

Maintenance 🔧

• Add duration parameter in TimeSeasonality by @gdeleva in #509
• added sample_filter_outputs utility and accompanying simple tests by @Dekermanjian in #526
• maintenance of statespace notebooks by @Dekermanjian in #554
• Rename cycle parameters from name to params_name by @jessegrabowski in #561

New Contributors

• @gdeleva made their first contribution in #509

Full Changelog: v0.4.0...v0.4.1