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Mixed Exponential Smoothing
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Use Rectified Normal distribution for the summary #45

Closed config-i1 closed 3 years ago

config-i1 commented 4 years ago

Use Truncated Normal distribution for the summary of smoothing parameters. Things to do:

  1. Save bounds type in adam();
  2. Depending on the type, get the restrictions;
  3. Use qtruncnorm from truncnorm package.
config-i1 commented 3 years ago

Oups... Rectified Normal should be used instead of the truncated one.

config-i1 commented 3 years ago

This implies that one can construct the bounds and then just trim. Simplifies the code.