StateSpaceTimeSeries.compile_logp

StateSpaceTimeSeries.compile_logp(vars=None, jacobian=True, sum=True, **compile_kwargs)

Compiled log probability density function.

The function expects as input a dictionary with the same structure as self.initial_point()

Parameters:

• vars (Variable | Sequence[Variable] | None) – Compute the gradient with respect to those variables. If None, use all free and observed random variables, as well as potential terms in model.

• jacobian (bool) – Whether to include jacobian terms in logprob graph. Defaults to True.

• sum (bool) – Whether to sum all logp terms or return elemwise logp for each variable. Defaults to True.

Return type:

PointFunc