Revise Vignette - Githubissues

srlanalytics / bdfm

Bayesian dynamic factor model estimation and predictive statistics including nowcasting and forecasting

MIT License

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Revise Vignette #68

Closed christophsax closed 5 years ago

christophsax commented 5 years ago

The following sections need revision:

Full Posterior Distributions of Predicted Values

better explain why we need full posterior distribution
clearly show how it can be used to do a forecast (proving that is better is not so important, i.m.O.)

Forecast Updates

also discussed in #47

Other Estimation Methods

But these should be fixed first.

christophsax commented 5 years ago

The part on 'Other Estimation Methods' is now good.

Still open are the sections on:

[ ] Full Posterior Distributions of Predicted Values
[x] Forecast Updates

SethOttoQuant commented 5 years ago

OK... made some revisions and included a lot of additional notes. Let me know if that all makes sense.

christophsax commented 5 years ago

Thanks, seems clearer now. I will try now to go over the sections on 'Full Posterior Distributions of Predicted Values' and 'Forecast Updates' myself. Assigning to me.

christophsax commented 5 years ago

For the forecast updates, also consider #47

christophsax commented 5 years ago

Still an open discussion on whether to store median for all series:

https://github.com/srlanalytics/bdfm/issues/83

Otherwise, vignette is fine.