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Multivariate Structural Statespace Components

enhancementsNew feature or requestNew feature or request

major

statespace

Status: Open (in progress).

pymc-devs/pymc-extrasnumber 529

#529 In pymc-devs/pymc-extras;

· jessegrabowski opened on Jun 25, 2025

Add dummy dampening to non-stationary models to allow stationary initialization

enhancementsNew feature or requestNew feature or request

help wantedExtra attention is neededExtra attention is needed

major

statespace

Status: Open.

#486 In pymc-devs/pymc-extras;

· jessegrabowski opened on May 28, 2025

Add k_endog argument to <code>structrual Components</code> to enable multivariate structural models

enhancementsNew feature or requestNew feature or request

help wantedExtra attention is neededExtra attention is needed

major

statespace

Status: Open.

#485 In pymc-devs/pymc-extras;

· jessegrabowski opened on May 28, 2025

Pathfinder fails on GPU for moderate-sized models

bugSomething isn't workingSomething isn't working

major

Status: Open.

#188 In pymc-devs/pymc-extras;

· fonnesbeck opened on Jun 6, 2023