{"action":"created","comment":{"url":"https://api.github.com/repos/pymc-devs/pymc3/pulls/comments/52378098","id":52378098,"diff_hunk":"@@ -71,3 +71,29 @@ def logp(self, x):\n \n         innov_like = Normal.dist(mu=x_im1 + mu, tau=tau, sd=sd).logp(x_i)\n         return init.logp(x[0]) + T.sum(innov_like)\n+\n+\n+\n+class GARCH(Continuous):\n+    def __init__(self, alpha_0=None, alpha_1=None, beta_1=None, sigma_0=None, *args, **kwargs):\n+        super(GARCH, self).__init__(*args, **kwargs)\n+\n+        self.alpha_0 = alpha_0\n+        self.alpha_1 = alpha_1\n+        self.beta_1 = beta_1\n+        self.sigma_0 = sigma_0\n+        self.mean = 0\n+\n+    def logp(self, x):\n+        sigma = self.sigma_0\n+        alpha_0 = self.alpha_0\n+        alpha_1 = self.alpha_1\n+        beta_1 = self.beta_1\n+\n+        x_im1 = x[:-1]\n+        x_i = x[1:]\n+        sigma = T.sqrt(alpha_0 + alpha_1 * (x_im1/sigma)**2\n+                            + beta_1 * sigma**2)\n+        innov_like = Normal.dist(0., beta_1=beta_1, sd=sigma).logp(x_i)","path":"pymc3/distributions/timeseries.py","position":36,"original_position":36,"commit_id":"a9ba6655b6de44d676a8014e72e602eff7c731d9","original_commit_id":"a9ba6655b6de44d676a8014e72e602eff7c731d9","user":{"login":"springcoil","id":983944,"avatar_url":"https://avatars.githubusercontent.com/u/983944?v=3","gravatar_id":"","url":"https://api.github.com/users/springcoil","html_url":"https://github.com/springcoil","followers_url":"https://api.github.com/users/springcoil/followers","following_url":"https://api.github.com/users/springcoil/following{/other_user}","gists_url":"https://api.github.com/users/springcoil/gists{/gist_id}","starred_url":"https://api.github.com/users/springcoil/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/springcoil/subscriptions","organizations_url":"https://api.github.com/users/springcoil/orgs","repos_url":"https://api.github.com/users/springcoil/repos","events_url":"https://api.github.com/users/springcoil/events{/privacy}","received_events_url":"https://api.github.com/users/springcoil/received_events","type":"User","site_admin":false},"body":"I changed that to mu - but I still get the same error. ","created_at":"2016-02-09T21:39:01Z","updated_at":"2016-02-09T21:39:01Z","html_url":"https://github.com/pymc-devs/pymc3/pull/967#discussion_r52378098","pull_request_url":"https://api.github.com/repos/pymc-devs/pymc3/pulls/967","_links":{"self":{"href":"https://api.github.com/repos/pymc-devs/pymc3/pulls/comments/52378098"},"html":{"href":"https://github.com/pymc-devs/pymc3/pull/967#discussion_r52378098"},"pull_request":{"href":"https://api.github.com/repos/pymc-devs/pymc3/pulls/967"}}},"pull_request":{"url":"https://api.github.com/repos/pymc-devs/pymc3/pulls/967","id":58679780,"html_url":"https://github.com/pymc-devs/pymc3/pull/967","diff_url":"https://github.com/pymc-devs/pymc3/pull/967.diff","patch_url":"https://github.com/pymc-devs/pymc3/pull/967.patch","issue_url":"https://api.github.com/repos/pymc-devs/pymc3/issues/967","number":967,"state":"open","locked":false,"title":"DOCS: Lightspeed example","user":{"login":"springcoil","id":983944,"avatar_url":"https://avatars.githubusercontent.com/u/983944?v=3","gravatar_id":"","url":"https://api.github.com/users/springcoil","html_url":"https://github.com/springcoil","followers_url":"https://api.github.com/users/springcoil/followers","following_url":"https://api.github.com/users/springcoil/following{/other_user}","gists_url":"https://api.github.com/users/springcoil/gists{/gist_id}","starred_url":"https://api.github.com/users/springcoil/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/springcoil/subscriptions","organizations_url":"https://api.github.com/users/springcoil/orgs","repos_url":"https://api.github.com/users/springcoil/repos","events_url":"https://api.github.com/users/springcoil/events{/privacy}","received_events_url":"https://api.github.com/users/springcoil/received_events","type":"User","site_admin":false},"body":"Added lightspeed example based on the Stan docs. \r\nSlight alterations were needed to get it to work. 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