Bill Engels

Add support for power spectral densities to covariance function objects

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**What is this PR about?** Adding support for power spectral density functions to covariance functions. Any stationary kernel may define a `psd` method that takes in `omega` as an input....

Update GP-Latent.ipynb to v4

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# Update GP-Latent.ipynb to V4 This notebook was previously merged (see discussion in #371) but was overwritten. This PR re-adds it.

Update docstrings of pm.set_data and model.Data

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Adds docstrings describing how to track changing shape of `MutableData` in the likelihood. Meant to address issue #5987. The recommended solution is then to set the `shape=x.shape`, like this: ```python...

### Context for the issue: Currently `gp.Latent` can only handle a single GP observation, so `f ~ GP(0, k(x, x'))`. It should be generalized to allow `f_i ~ GP(0, k(x,...

Add `drop_first` option to `HSGPPeriodic`

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## Description Adds `drop_first`, defaults to `False`, in the arguments for `HSGPPeriodic`. Sometimes, but not always, the first sine and cosine basis vectors are all zeros and all ones respectively....

Add HSGP reference and example nb

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# HSGP reference and examples Corresponding to issue #646. WIP as there are still some kinks and bugs to work out. Particularly on prediction in example 3. + [ ]...

# Notebook proposal `pm.gp.HSGP` doesn't have a notebook yet, so this is similar in style to the existing GP reference examples. ## Why should this notebook be added to pymc-examples?...

# Penalized Complexity Priors: Recipes for PyMC ## Why should this notebook be added to pymc-examples? The penalized complexity framework creates nice, informative "default" priors for common modeling situations. They're...

PC prior distribution for Student T dof

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Moving this over from [here](https://github.com/pymc-devs/pymc/pull/6827). ## What is this PR about? Adding penalized complexity prior for the Student-T degrees of freedom parameter. Useful in models where the likelihood was normal,...

Add Frechet `RandomVariable`

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## Description of your problem or feature request I'd like to request to add a Frechet random variable implementation, parameterized the same as [Stan here](https://mc-stan.org/docs/functions-reference/frechet-distribution.html). It's another name for the...