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Bugfixes for statespace/models/structural.py #287

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merged 9 commits into from
Dec 18, 2023

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@jessegrabowski jessegrabowski commented Dec 17, 2023

Closes #262

The structural sub-module has some bugs related to the generated coords of the CycleComponent (#262) and typos in the TimeSeasonalityComponent (#281).

This PR fixes both, plus expands the test suite for structural models to be much more robust, by testing a huge number of possible structural models against their statsmodels implementations.

This PR also writes the docstring for the CycleComponent.

@ricardoV94 ricardoV94 added the bug Something isn't working label Dec 18, 2023
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Did a very cursory review, just an issue with a docstring, that seems incomplete (or I am missing the meaning)

pymc_experimental/statespace/core/statespace.py Outdated Show resolved Hide resolved
@jessegrabowski jessegrabowski merged commit 656b800 into pymc-devs:main Dec 18, 2023
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@jessegrabowski jessegrabowski deleted the structural-bugfixes branch December 18, 2023 20:37
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TimeSeasonality component of statespace module lists wrong dimensions
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