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config-i1 / mes

Mixed Exponential Smoothing
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Correct distributions in ADAM #46

Closed config-i1 closed 3 years ago

config-i1 commented 4 years ago

This relates to: lnorm, llaplace, ls and lgnorm and the assumptions for the mean (mu=-sigma^2 / 2). Things that need fixing:

  1. Scale calculation;
  2. Likelihoods;
  3. Prediction intervals;
  4. Residuals: standardised and studentised;
  5. Outlierdummy;
  6. Diagnostic plots;
  7. PointLik.
config-i1 commented 3 years ago

Done for the logN. The other log-distributions have been removed.