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Stochastic volatility example does not run #425
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Can you try running the ipynb? That should be more updated and we could just convert it to python. |
I'm seeing the same error with either the .py or nb versions. |
I can't replicate this. Which version of Theano do you have installed? |
Same as raddy, both the .py and the IPython notebook give the same error. I have theano v0.6.0 |
Are you also on Anaconda @ecoskian ? |
Yes @fonnesbeck, the latest Anaconda with Accelerate |
I'm going to have to talk with Anaconda folks about this. Not sure why there are always problems with PyMC on Anaconda, but I cannot get either PyMC 2.3 or 3 run on my system (the former does not even build). |
hello , i am looking for a python simulation of the gaussian / heston stochastic model in volatility discretization |
@minabks Can you open a new issue for this? |
Using the latest Anaconda (and inclyding the required DYLD_FALLBACK_LIBRARY_PATH) on OS X 10.9.1 yields
For the sake of clarity, I am running
rather than the IPython notebook
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