Commit df291ed
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feat: add seasonal state-space branch to Gibbs sampler
- sampler.rs: Add seasonal branch in run_single_chain_static() with
local_level_seasonal_smoother, sample_sigma2_seasonal (InvGamma
conjugate posterior), sample_sigma2_obs_seasonal, and post-period
seasonal state propagation. Add 10 unit tests for sigma2_seasonal.
Remove dead code (scale_matrix, invert_matrix) from rust-speedup merge.
- state_space.rs: Store SeasonalConfig, add has_seasonal(),
seasonal_nseasons(), seasonal_duration(). Skip dummy regressors when
state-space seasonal is active.
- lib.rs: Add sigma_seasonal field to GibbsSamples PyO3 binding.1 parent 544347d commit df291ed
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