nicholasjclark / mvgam

{mvgam} R 📦 to fit Dynamic Bayesian Generalized Additive Models for time series analysis and forecasting
https://nicholasjclark.github.io/mvgam/
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Add option to ignore residuals #22

Closed nicholasjclark closed 10 months ago

nicholasjclark commented 11 months ago

A logical argument to calculate residuals or not would speed up model fitting, especially useful for lfo_cv runs. Would also lead to smaller model objects in terms of memory.

Could also reduce the parameters being monitored during a lfo_cv refit to also speed up post-processing (only really need mus and family-specific parameters for calculating log-likelihoods; or ypred for other types of scores).

Finally, could avoid adding estimates to the mgcv model and avoid returning the mgcv model to also improve speed in lfo_cv runs