We read every piece of feedback, and take your input very seriously.
To see all available qualifiers, see our documentation.
There was an error while loading. Please reload this page.
1 parent c8e9d84 commit 4645169Copy full SHA for 4645169
pymc/distributions/timeseries.py
@@ -209,7 +209,7 @@ def logp(
209
init_logp = logprob.logp(init, value[..., 0])
210
211
# Make time series stationary around the mean value
212
- stationary_series = at.diff(value, axis=-1)
+ stationary_series = value[..., 1:] - value[..., :-1]
213
series_logp = logprob.logp(Normal.dist(mu, sigma), stationary_series)
214
215
return init_logp + series_logp.sum(axis=-1)
0 commit comments