wwrechard/pydlm

No predictions returned with Binary data

logisticregress opened this issue · 0 comments

Hello,
I'm attempting to using binary data in the PYDLM algorithm, similar to BSTS (R). The model fits, but it returns "nan" for predicted values. Does PyDLM not accept binary data?

my data is in the form:
y = [0,1,0,0,0,1,0,01,0,1,0,1,0,1....]

(predictMean, predictVar) = mydlm.predictN(N=3, date=mydlm.n-1)