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pymc-devs / pymc-extras Public

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Dynamical Factor Models (DFM) Implementation (GSOC 2025)#446

Draft

andreacate wants to merge 3 commits intopymc-devs:mainpymc-devs/pymc-extras:mainfrom

andreacate:DFM_draft_implementationandreacate/pymc-extras:DFM_draft_implementationCopy head branch name to clipboard

Conversation Commits3 (3)Checks Files changed

Draft

Dynamical Factor Models (DFM) Implementation (GSOC 2025)#446
andreacate wants to merge 3 commits intopymc-devs:mainfrom
andreacate:DFM_draft_implementation

Commits

Commits on Jul 28, 2025

Added new file DFM.py for GSOC 2025 Dynamical Factor Models
andreacate
committed
Add initial notebook on custom DFM implementation
andreacate
committed
Update of DFM draft implementation
andreacate
committed

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