reichlab lssm issues - Githubissues

reichlab / lssm

Linear state space models

BSD 3-Clause "New" or "Revised" License

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estimation targeting a fixed number of steps ahead

#17 elray1 closed 3 years ago
0
unit test Kalman filtering and smoothing functions

#16 elray1 opened 3 years ago
0
unit test SARIMA functionality

#15 elray1 opened 3 years ago
0
cross-validation

#14 elray1 closed 3 years ago
0
move stan files

#13 elray1 closed 3 years ago
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joint forecast distributions over multiple future times

#12 elray1 closed 3 years ago
0
allow for an intercept in ARMA models

#11 elray1 closed 3 years ago
1
document stan predict function

#10 elray1 closed 3 years ago
0
handle transformations in the calculation of the log score

#9 elray1 closed 3 years ago
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handle differencing at horizons > 1 in the calculation of the log score

#8 elray1 closed 3 years ago
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constrain ma parameters to invertible, optionally constrain AR parameters to stationary

#7 elray1 closed 3 years ago
1
seasonal arma

#6 elray1 closed 3 years ago
0
Initialize Q0 by method "Rossignol2011" implemented in R

#5 elray1 opened 3 years ago
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fix sampling to get correlations across forecast horizons

#4 elray1 opened 3 years ago
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optionally return correlations across forecast horizons

#3 elray1 closed 3 years ago
0
posterior predictive distributions

#2 elray1 opened 3 years ago
1
marginal distribution forecasts at horizons larger than 1

#1 elray1 closed 3 years ago
0