CDCgov / Rt-without-renewal

https://cdcgov.github.io/Rt-without-renewal/
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AR(1) latent process #53

Closed seabbs closed 7 months ago

seabbs commented 8 months ago

As part of #3 we need an AR(1) process to be implemented. Ideally, this would also be general enough to support differencing and potentially AR(p) processes.

Potential inspiration (doesn't look possible to depend directly?):

SamuelBrand1 commented 8 months ago

Thinking about how to specify this mathematically:

n differenced AR(p) process:

\Delta^{(n)} X_t = \sum_{k = 1}^p \varphi_k X_{t-k}
SamuelBrand1 commented 8 months ago

Hows this going?

seabbs commented 8 months ago

All good just being slow. Should have a PR today.