Error when initializing an LDS with autoregressive observations

[davidzoltowski]

I'm getting an error when initializing an LDS with autoregressive observations. For example, this happens when running the notebook "1b Simple Linear Dynamical System" with the relevant lines in cell 6 changed to

# Create the model and initialize its parameters
lds = LDS(N, D, emissions="autoregressive")
lds.initialize(y)

The resulting error is

ValueError: all the input arrays must have same number of dimensions

It looks like the error traces to lines 514-15 in observations.py where there is a zip around a potentially undefined input, although it seems to be more complicated than that.

[slinderman]

This was fixed in @bantin's latest commits to master.