https://github.com/sinhrks/stan-statespace

Which moved the models from An Introduction to State Space Time Series Analysis in Stan in R. The R scripts contain some checks.

And I took a stab at a graphical approach for this in pystan here:

https://github.com/bioinfonm/pystan_musings/blob/master/beginners_excercise/three_cent_wheat_linear_state_space/pystan_three_cent_english_grain_data_linear_state_space.ipynb

The state space model is down at the bottom of the notebook. Oh and no fake data yet. I’ll add that in tomorrow.

My priors are likely off. Still working on understanding this whole Bayesian modelling thing.

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