I've been working with PyMC for a bit, and am stuck on this one. I see example on fitting time series, in the tutorial and others like:
However, in each case, we either have a single variable, or data for two or more variables for the same time points (so the vectors are all of the same length). What happens if my data is like:
with some simple model, like
the model isn't important. the point is that the "observed" data have different time points. I haven't been able to find any example like this, without perfectly aligned data. Are there any? Is there a simple example that someone could point out?