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Local Level - Nile.ipynb
In Local Level - Nile.ipynb, running the following cell generated an error indicating @mc.stochastic() caused the problem
@mc.stochastic()
import pymc as mc # Priors prior_eps = mc.Gamma('eps', 0.5, 1) prior_eta = mc.Gamma('eta', 0.5, 1) # Create the model for likelihood evaluation model = sm.tsa.UnobservedComponents(nile, 'local level') # Create the "data" component (stochastic and observed) @mc.stochastic(dtype=sm.tsa.statespace.MLEModel, observed=True) def loglikelihood(value=model, eps=prior_eps, eta=prior_eta): return value.loglike([1 / eps, 1 / eta]) # Create the PyMC model pymc_model = mc.Model((prior_eps, prior_eta, loglikelihood)) # Create a PyMC sample and perform sampling sampler = mc.MCMC(pymc_model) sampler.sample(iter=10000, burn=1000, thin=10)
I think this is because pymc changed its APIs. I wonder if you have an idea of how to update the code to make it work.
pymc
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In
Local Level - Nile.ipynb
, running the following cell generated an error indicating@mc.stochastic()
caused the problemI think this is because
pymc
changed its APIs.I wonder if you have an idea of how to update the code to make it work.
The text was updated successfully, but these errors were encountered: