Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add AR(1) MRF penalties #11

Open
gavinsimpson opened this issue Dec 8, 2023 · 0 comments
Open

Add AR(1) MRF penalties #11

gavinsimpson opened this issue Dec 8, 2023 · 0 comments

Comments

@gavinsimpson
Copy link
Collaborator

I think adding an AR(1) penalty (both for regular and irregularly sampled time) would be useful, even if only from a pedagogic viewpoint.

I know the exact penalty depends on $\rho$, but bam() requires one to specify rho for it's AR(1) residual process, so don't see much of an issue in us having an MRF penalty that requires the same thing.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant