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nb: rolling-regression; add footer (#434)
* adding myst file * update pm line * adding myst file * updated pm line * adding myst file
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examples/generalized_linear_models/GLM-rolling-regression.ipynb

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myst_nbs/generalized_linear_models/GLM-rolling-regression.myst.md

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@@ -151,8 +151,12 @@ with pm.Model(coords={"time": prices.index.values}) as model_randomwalk:
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sigma_alpha = pm.Exponential("sigma_alpha", 50.0)
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sigma_beta = pm.Exponential("sigma_beta", 50.0)
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alpha = pm.GaussianRandomWalk("alpha", sigma=sigma_alpha, dims="time")
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beta = pm.GaussianRandomWalk("beta", sigma=sigma_beta, dims="time")
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alpha = pm.GaussianRandomWalk(
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"alpha", sigma=sigma_alpha, init_dist=pm.Normal.dist(0, 10), dims="time"
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)
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beta = pm.GaussianRandomWalk(
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"beta", sigma=sigma_beta, init_dist=pm.Normal.dist(0, 10), dims="time"
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)
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```
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Perform the regression given coefficients and data and link to the data via the likelihood.
@@ -256,3 +260,6 @@ cb.ax.set_yticklabels(ticklabels);
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%load_ext watermark
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%watermark -n -u -v -iv -w -p aesara,aeppl,xarray
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```
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:::{include} ../page_footer.md
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:::

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