This module contains scripts to pre-calculate the variational Bayes step, which is the most computationally demanding step in DGLM updating and forecasting. These functions are called automatically and do not need to be directly referenced by a user.

beta_approx[source]

beta_approx(x, ft, qt)

gamma_approx[source]

gamma_approx(x, ft, qt)

gamma_alpha_approx[source]

gamma_alpha_approx(x, qt)

pois_alpha_param[source]

pois_alpha_param(qt, alpha=1.0)

gamma_solver[source]

gamma_solver(ft, qt, alpha=1.0, beta=1.0)

beta_solver[source]

beta_solver(ft, qt, alpha=1.0, beta=1.0)

conj_params[source]

conj_params(ft, qt, alpha=1.0, beta=1.0, interp=False, solver_fn=None, interp_fn=None)