The formula interface should allow for simple SS models where there is no intercept in either the observation or the latent state models. Something like:
formula = y ~ -1,
trend_formula = ~ -1,
trend_model = 'AR1',
...
Because we need an underlying (and valid) mgcv model for generating predictions, we'll need to include the intercept in the model and either fix it at zero (as a transformed parameter) or regularize it to zero
The formula interface should allow for simple SS models where there is no intercept in either the observation or the latent state models. Something like:
Because we need an underlying (and valid)
mgcv
model for generating predictions, we'll need to include the intercept in the model and either fix it at zero (as a transformed parameter) or regularize it to zero