issues
search
devindg
/
pybuc
Bayesian Structural Time Series / Unobserved Components
BSD 3-Clause "New" or "Revised" License
21
stars
5
forks
source link
Updated trend and seasonal variance priors
#54
Closed
devindg
closed
1 year ago
devindg
commented
1 year ago
The default variance prior for trend has changed from IG(1, 0.1
(0.01
StdDev(response))^2) to IG(0.01, (0.1
0.01
StdDev(response))^2)
The default variance prior for seasonality has changed from IG(0.01, 10
(0.01
StdDev(response))^2) to IG(0.01, (10
0.01
StdDev(response))^2)
README.md updated to reflect new default priors