reichlab / lssm

Linear state space models
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constrain ma parameters to invertible, optionally constrain AR parameters to stationary #7

Closed elray1 closed 3 years ago

elray1 commented 3 years ago

Looks like there's a function we can use to do this here: https://github.com/reichlab/lssm/blob/master/inst/stan/functions.stan#L2704

Possible overview of code:

All of the above is before constructing dummy_phi dummy_theta