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steve-the-bayesian / BOOM

A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian Object Oriented Modeling". It is also the sound your computer makes when it crashes.
GNU Lesser General Public License v2.1
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need a predict method for bsts.mixed #47

Open steve-the-bayesian opened 4 years ago

steve-the-bayesian commented 4 years ago
  1. In my understanding there currently is no predict.bsts.mixed. For us it would be nice to have this functionality. We were wondering whether there is no predict for bsts.mixed on purpose or whether this is still to be done. Alternatively, we were wondering whether there would be a way to directly include the fine.series cumulator as the response in the ‘vanilla’ non-mixed bsts so that we could piggyback off the predict method for the non-mixed bsts.