Tags: pymc-devs/pymc-extras
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Update and Refactor `find_MAP` and `fit_laplace` (#531) * Move laplace and find_map to submodule * Split idata utilities into `idata.py` * Refactor find_MAP * Refactor fit_laplace * Update better-optimize version pin * Handle labeling of non-scalar RVs without dims * Add unconstrained posterior draws/points to unconstrained_posterior
Forecast exogenous vars bug fix (#510) * fixed bug in statespace forecast method when exogenous variables are present. * updated solution to handle input shapes correctly * simplified fix, renamed mu and cov for transparancy and added a check for the graph replacements * Refactor model builder logic out of `forecast` method * made slight change with _build_forecast_model and created a test case * made change to test_build_forecast_model() to ensure data is replaced with pm.set_data method * added additional checks to test_build_forecast_model * added mock_sample_setup_and_teardown to statespace tests --------- Co-authored-by: jessegrabowski <jessegrabowski@gmail.com>
Remove `mode` argument passed from Statespace.build_statespace_graph … …to scan (#482) * Remove `mode` argument from everywhere * Add deprecation warning to mode argument of `build_statespace_graph` Add mode argument to statespace constructors * Rename tests -> test * Remove _set_default_mode
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