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@Ch0ronomato Ch0ronomato commented Aug 13, 2024

Adds the arma11 model to port to pymc!

@Ch0ronomato Ch0ronomato marked this pull request as ready for review August 14, 2024 18:03
@JTorgander JTorgander self-assigned this Dec 1, 2025
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JTorgander commented Dec 1, 2025

Thank you for contributing! I have pushed the following modifications since the proposed version did not pass our consistency tests:

  1. Adding a positive (HalfCauchy) constraint on the sigma parameter
  2. Modifying the likelihood to use all observations instead of just the latest.

Also, you don't need to include the data JSON file since we already have the data stored in zip files.

@MansMeg MansMeg changed the base branch from master to development December 5, 2025 13:37
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MansMeg commented Dec 5, 2025

@jakob will fix so only pymc3 model is included since we already have the data and draws.

@MansMeg MansMeg requested a review from JTorgander December 5, 2025 13:39
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3 participants