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                        Adds support for passing initial value to transform
Changes made
Added support for passing a parameter called initial_value to RecursiveLinearTransform to facilitate forecasting when using the transform for latent variables.
Links to related PRs
#2037
Tests
I added one test case to the "general" part, and parameterized test_batched_recursive_linear_transform for testing arbitrary initial values.
Dependencies
No new dependencies introduced.