thomaspinder

thomaspinder/Impulso

Bayesian VAR and SVAR models in Python.

19 stars 5 forks 19 watchers Python MIT License

bayesian-statistics time-series vector-autoregression

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4 Open Issues Need Help Last updated: Aug 4, 2026

Open Issues Need Help

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enhancement: hdi_bounds should validate prob is in (0, 1) about 2 months ago

enhancement good first issue

thomaspinder/Impulso

19

Bayesian VAR and SVAR models in Python.

Python

#bayesian-statistics#time-series#vector-autoregression

`Constant.cholesky_at` re-decomposes Σ on every call — cache `L` 4 months ago

good first issue perf ready-for-human

thomaspinder/Impulso

19

Bayesian VAR and SVAR models in Python.

Python

#bayesian-statistics#time-series#vector-autoregression

_lazy_imports dict is rebuilt on every __getattr__ call 7 months ago

good first issue perf

thomaspinder/Impulso

19

Bayesian VAR and SVAR models in Python.

Python

#bayesian-statistics#time-series#vector-autoregression

__getattr__ does not update __dir__ 7 months ago

good first issue dx

thomaspinder/Impulso

19

Bayesian VAR and SVAR models in Python.

Python

#bayesian-statistics#time-series#vector-autoregression