EpiNow2
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Time-varying parameters (i.e. conversion to latent variables)
Once #504 and #525 are done this opens the option of extending the distribution interface to allow any parameter to vary over time. An interface for Gaussian processes could e.g. look like
delay <- GP(mean = Normal(mean = 5, sd = 1))
for mean reverting GPs or
delay <- GP(init = Normal(mean = 5, sd = 1))
for GPs on first differences
A similar interface could be created for random walks (RW
).
Would require quite a few changes to the underlying model(s) as PMFs would turn from vectors into matrices.
We should have a chat at some point because this is feeling like interface -> internal vs epinowcast internals -> interface (i.e replicating the same functionality but in the other direction.