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getguesstimate / guesstimate-app

Create Fermi Estimates and Perform Monte Carlo Estimates
http://getguesstimate.com/
MIT License
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Correlations #79

Open OAGr opened 8 years ago

OAGr commented 8 years ago

Discuss different ways of adding correlations.

davidmanheim commented 8 years ago

I would assume you can't add a hidden node that explicitly creates them, as below - this doesn't work because of how we define nodes. Allowing more flexibility in definitions might fix that, but it isn't obvious to me that it would be simple to allow this.

Potential Structure: A~Normal(0,1) B~Normal(A,2) C~Normal(A,2) B and C are correlated.

OAGr commented 8 years ago

I'm adding this to priority-low because there are a bunch of urgent things to do first, and this will take a while to get right.

One likely starting point is just to make sure that when data is entered, it is sampled in the right order. So if data is entered that is correlated, the sampling will be done so that future equations will show this.

OAGr commented 7 years ago

We've spent some time outlining this; it would be a pretty significant endeavor, so we are tabling for now.