Update Stochastic Volatility notebook to PyMC v5 #517
Merged
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
|
Check out this pull request on See visual diffs & provide feedback on Jupyter Notebooks. Powered by ReviewNB |
|
View / edit / reply to this conversation on ReviewNB OriolAbril commented on 2023-02-02T14:47:48Z Line #4. volatility = pm.GaussianRandomWalk("volatility", sigma=step_size, dims="time")
We should add an |
|
View / edit / reply to this conversation on ReviewNB OriolAbril commented on 2023-02-02T14:47:50Z These warnings are a bug but it has been fixed already in main, so we can ignore them, they won't be here in the next version |
OriolAbril
approved these changes
Feb 2, 2023
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Towards #394, closes #60
@reshamas @OriolAbril
Updated this notebook(and watermark cell) with PyMC v5.