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Use t-distributed observable

Open lohex opened this issue 4 years ago • 0 comments

Hi,

i have an observable which is a ratio of two others that are correlated (where the correlation is changing over time). Therefore a t-distribution is a much better assumption for the residuals than the normal distribution. How can I implement this in D2D?

best,

Lorenz

lohex avatar Jun 18 '20 09:06 lohex