EpiNow2 icon indicating copy to clipboard operation
EpiNow2 copied to clipboard

Time-varying parameters (i.e. conversion to latent variables)

Open sbfnk opened this issue 11 months ago • 2 comments

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).

sbfnk avatar Mar 06 '24 08:03 sbfnk

Would require quite a few changes to the underlying model(s) as PMFs would turn from vectors into matrices.

sbfnk avatar Mar 06 '24 08:03 sbfnk

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.

seabbs avatar Mar 06 '24 09:03 seabbs