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Published 20 hours ago • verified publisher icon dssg

Initial values

Open animalito opened this issue 11 years ago • 2 comments

Determine an inteligent m0 and C0 for the dlm model.

animalito avatar Jul 08 '13 21:07 animalito

And/or assess the use of somewhat uninformative priors (e.g. normals with a lot of variance). The example code works like this, with state prior covariances ~1e7.
As well, given the context, it seems reasonable to make some assumptions about the possible ranges of these values.

brandonwillard avatar Jul 08 '13 21:07 brandonwillard

It had also been suggested to use the series to chose a prior and then use it again?

animalito avatar Jul 08 '13 21:07 animalito