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nb: rolling-regression; add footer (pymc-devs#434)
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* adding myst file

* update pm line

* adding myst file

* updated pm line

* adding myst file
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reshamas authored Oct 8, 2022
1 parent ba37aaa commit 84110d6
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117 changes: 65 additions & 52 deletions examples/generalized_linear_models/GLM-rolling-regression.ipynb

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Original file line number Diff line number Diff line change
Expand Up @@ -151,8 +151,12 @@ with pm.Model(coords={"time": prices.index.values}) as model_randomwalk:
sigma_alpha = pm.Exponential("sigma_alpha", 50.0)
sigma_beta = pm.Exponential("sigma_beta", 50.0)
alpha = pm.GaussianRandomWalk("alpha", sigma=sigma_alpha, dims="time")
beta = pm.GaussianRandomWalk("beta", sigma=sigma_beta, dims="time")
alpha = pm.GaussianRandomWalk(
"alpha", sigma=sigma_alpha, init_dist=pm.Normal.dist(0, 10), dims="time"
)
beta = pm.GaussianRandomWalk(
"beta", sigma=sigma_beta, init_dist=pm.Normal.dist(0, 10), dims="time"
)
```

Perform the regression given coefficients and data and link to the data via the likelihood.
Expand Down Expand Up @@ -256,3 +260,6 @@ cb.ax.set_yticklabels(ticklabels);
%load_ext watermark
%watermark -n -u -v -iv -w -p aesara,aeppl,xarray
```

:::{include} ../page_footer.md
:::

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