Open ColtAllen opened 8 months ago
I don't think we should raise after fitting. It's fine to have q < 1
, except some expectation methods fail then (but not distributional methods for instance). We should warn/raise only on the specific methods where q < 1
is problematic.
If a fitted
GammaGammaModel
has aq
parameter less than 1, all predicted spend values will be negative. This usually happens when the model is fit to heavy-tailed monetary value arrays with values in the millions.We should add a check for this raising the following exception:
ValueError: Model did not converge properly. Scale monetary_value array by maximum value and refit model.