Sec 2.1 on Autoregressive models contains a minor error in the description of AR(1) models.
Description:
I had made a comment on the previous manual about an alternative parameterization for an AR(1) model with a non-zero mean (level). The current version of the manual has acknowledged that (thanks!), but there is a typo/error in footnote 7.
It currently reads,
The intercept in this model is $\alpha / (1 - \beta)$. An alternative parameterization in terms of an intercept $\gamma$ suggested Mark Scheuerell on GitHub is $yn \sim \text{normal}(\alpha + \gamma (x{n-1} - \alpha), \sigma)$.
but it should read,
The intercept in this model is $\alpha / (1 - \beta)$. An alternative parameterization in terms of an intercept $\gamma$ suggested Mark Scheuerell on GitHub is $yn \sim \text{normal}(\gamma + \beta (x{n-1} - \gamma), \sigma)$
Summary:
Sec 2.1 on Autoregressive models contains a minor error in the description of AR(1) models.
Description:
I had made a comment on the previous manual about an alternative parameterization for an AR(1) model with a non-zero mean (level). The current version of the manual has acknowledged that (thanks!), but there is a typo/error in footnote 7.
It currently reads,
but it should read,
Current Version:
v2.18.0