v0.1.4

What's Changed

New Features 🎉

• Expand models supported by automatic marginalization by @ricardoV94 in #300
• Summarize model as rich table by @ricardoV94 in #382
• Add find_MAP with close JAX integration and fix bug with Laplace fit by @jessegrabowski in #385

Documentation 📖

• Add PyPI details to homepage by @wd60622 in #390

Maintenance 🔧

• Fix Blackjax SMC integration by @ciguaran in #374
• Add ETS model by @jessegrabowski in #369
• Allow forecasting with exogenous variables by @jessegrabowski in #372
• Remove dead code from kalman_filter.py by @jessegrabowski in #393

Full Changelog: v0.1.3...v0.1.4

v0.1.3

What's Changed

New Features 🎉

• Specialized DiscreteMarkovChain step sampler by @ricardoV94 in #359

Full Changelog: v0.1.2...v0.1.3

v0.1.2

What's Changed

Major Changes 🛠

• More bugfixes for statespace by @jessegrabowski in #346

New Features 🎉

• Implement Laplace (quadratic) approximation by @carsten-j in #345
• Add Exponential distribution to model/transforms/autoreparam.py by @ferrine in #365

Maintenance 🔧

• Move tests/ to project root by @jessegrabowski in #361
• Fix autoreparam because dims are no longer static by @ferrine in #363
• Update pre-commit by @jessegrabowski in #368

New Contributors

• @carsten-j made their first contribution in #345
• @lucianopaz made their first contribution in #377

Full Changelog: v0.1.1...v0.1.2

v0.1.1

What's Changed

New Features 🎉

• Use vectorize in finite_discrete_marginal_rv_logp by @ricardoV94 in #337
• Allow creating MarginalModel from existing Model by @ricardoV94 in #333

Maintenance 🔧

• Delete warnings for graduated functionality by @ricardoV94 in #334

Full Changelog: v0.1.0...v0.1.1

v0.1.0

What's Changed

Major Changes 🛠

• Handle new pymc and pytensor releases by @jessegrabowski in #329
• Bug fixes for statespace by @jessegrabowski in #326

Full Changelog: v0.0.18...v0.1.0

v0.0.18

What's Changed

New Features 🎉

• Support HMM via marginalization of DiscreteMarkovChain by @ricardoV94 in #257
• Improve API for ProjectedProcess GP by @AlexAndorra in #313

Maintenance 🔧

• Depreciate duplicate functions in statespace by @jessegrabowski in #308
• Update for PyMC v5.11 by @zaxtax in #320

New Contributors

• @AlexAndorra made their first contribution in #313

Full Changelog: v0.0.17...v0.0.18

v0.0.17

What's Changed

Major Changes 🛠

• Use model variables named "sigma" as standard deviations rather than variances by @jessegrabowski in #296
• Statespace: Don't automatically save statespace matrices as Deterministic variables by @jessegrabowski in #302

Bugfixes 🪲

• Fix MarginalModel with Data containers by @ricardoV94 in #304

New Contributors

• @pre-commit-ci made their first contribution in #299

Full Changelog: v0.0.16...v0.0.17

v0.0.16

What's Changed

New Features 🎉

• Variationally Informed Parameterization by @ferrine in #276
• Implement utility to recover marginalized variables from MarginalModel by @zaxtax in #285

Bugfixes 🪲

• Bugfixes for statespace/models/structural.py by @jessegrabowski in #287
• Fix initial state size in CycleComponent by @jessegrabowski in #288

Maintenance 🔧

• Pass coords argument into as_model decorator by @zaxtax in #282

New Contributors

• @zaxtax made their first contribution in #282

Full Changelog: v0.0.15...v0.0.16

v0.0.15

What's Changed

Maintenance 🔧

• Adapt PyMC 5.10.0 breaking changes by @HasnainRaz in #272

Full Changelog: v0.0.14...v0.0.15

v0.0.14

What's Changed

New Features 🎉

• Implement Skellam distribution by @wd60622 in #260
• Implement BetaNegativeBinomial distribution by @wd60622 in #258
• Implement Maxwell Distribution by @wd60622 in #261
• Blackjax SMC from pymc models by @ciguaran in #267
• Add @as_model decorator by @theorashid in #268

Bugfixes 🪲

• Set data when building Linearmodel by @pdb5627 in #249

Maintenance 🔧

• Fix pymc module usage in KL by @HasnainRaz in #265
• Update r2d2m2cp.py by @ferrine in #245

New Contributors

• @wd60622 made their first contribution in #260
• @HasnainRaz made their first contribution in #265
• @ciguaran made their first contribution in #267
• @theorashid made their first contribution in #268

Full Changelog: v0.0.13...v0.0.14