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devindg
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pybuc
Bayesian Structural Time Series / Unobserved Components
BSD 3-Clause "New" or "Revised" License
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Removed Zellner prior for damped coefficients. Updated prior for seas…
#53
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devindg
closed
1 year ago
devindg
commented
1 year ago
…onal variances
The dynamic Zellner prior for damped coefficients has been removed due to instability. The default prior for damped coefficients is now N(1, 1).
Default scale parameters for seasonal variances have been changed from (0.01
std(response))^2 to 10
(0.01 * std(response))^2.
README.md updated to reflect changes
Update to documentation to reflect changes
New examples images uploaded to reflect changes
…onal variances