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Explore sparse matrices in statespace

enhancementsNew feature or requestNew feature or request

feature request

help wantedExtra attention is neededExtra attention is needed

statespace

Status: Open.

#535 In pymc-devs/pymc-extras;

· jessegrabowski opened on Jul 7, 2025

Drop "Component` from component names

good first issueGood for newcomersGood for newcomers

help wantedExtra attention is neededExtra attention is needed

maintenance

statespace

Status: Open.

#534 In pymc-devs/pymc-extras;

· jessegrabowski opened on Jul 7, 2025

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 <code>sample_filter_outputs</code> helper method to <code>StateSpaceModel</code>

feature request

help wantedExtra attention is neededExtra attention is needed

statespace

Status: Open.

#521 In pymc-devs/pymc-extras;

· jessegrabowski opened on Jun 14, 2025

Move statespace example notebooks over to <code>pymc-devs/pymc-examples</code> repo

docsImprovements or additions to documentationImprovements or additions to documentation

help wantedExtra attention is neededExtra attention is needed

statespace

Status: Open.

#520 In pymc-devs/pymc-extras;

· jessegrabowski opened on Jun 13, 2025

Bring back SquareRootFilter tests

help wantedExtra attention is neededExtra attention is needed

maintenance

statespace

Status: Open.

#487 In pymc-devs/pymc-extras;

· jessegrabowski opened on May 28, 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

Add <code>season_length</code> argument to <code>TimeSeasonality</code>

feature request

hackathonSuitable for code sprint projectSuitable for code sprint project

help wantedExtra attention is neededExtra attention is needed

statespace

Status: Open.

#483 In pymc-devs/pymc-extras;

· jessegrabowski opened on May 27, 2025

Monkeypatch sampling functions in statespace tests

hackathonSuitable for code sprint projectSuitable for code sprint project

help wantedExtra attention is neededExtra attention is needed

statespace

tests

Status: Open.

#464 In pymc-devs/pymc-extras;

· jessegrabowski opened on Apr 19, 2025

Allow <code>impulse_response_function</code> from priors

enhancementsNew feature or requestNew feature or request

statespace

Status: Open.

#415 In pymc-devs/pymc-extras;

· jessegrabowski opened on Jan 20, 2025

Allow batch dimension on data in statespace models

enhancementsNew feature or requestNew feature or request

statespace

Status: Open.

#406 In pymc-devs/pymc-extras;

· jessegrabowski opened on Dec 26, 2024