Mcmc samplers
polars_ts.bayesian.mcmc_samplers
Built-in log-posteriors and Metropolis-Hastings sampler for MCMC forecasting.
_local_level_logpost(params, y)
Log-posterior for local level model: y_t = level_t + eps, level_t = level_{t-1} + eta.
_ar_logpost(params, y, p)
Log-posterior for AR(p) model.
_seasonal_logpost(params, y, season_length)
Log-posterior for seasonal local level model.
_mh_sample(logpost_fn, x0, n_samples, burn_in, seed)
Metropolis-Hastings sampler. Returns (n_samples, n_params).