util.slice_time()

Slice an elementwise distribution along the time axis -2.

Usage

Source

util.slice_time(
    noise_dist,
    index,
)

The default implementation handles distributions with empty event_shape whose batch_shape ends with (time, obs) (e.g. Normal, StudentT) by slicing each broadcast parameter.

Parameters

noise_dist: dist.Distribution

The distribution to slice.

index: slice

A slice applied to the time axis -2 of the batch shape.

Returns

dist.Distribution

The same distribution family restricted to the selected time steps.

Raises

NotImplementedError

If the distribution has a non-empty event shape.