Jonas Kristoffer Lindeløv

Reopening to remember to fix this bug in the next release.

BTW, just looking at your data, perhaps remove the ar() terms in segment 2+. This will fit a single ar() parameter that apply to all segments. No ar() is implicitly...

Yes, custom families is on the drawing board for v0.5 after the upcoming v0.4. Then there's a system for adding gamma etc. which should enable rapid expansion of response families....

This was added in v0.3.0, but it's not documented yet. Just use `y | weights(weight_col) ~ ...` on the right-hand side. E.g.: ```r model = list( y | weights(weight_col) ~...

I've written a bit about interpreting ELPD differences here: https://lindeloev.github.io/mcp/articles/comparison.html#what-is-loo-cv. See also this thread by LOO champion Aki Vehtari: https://discourse.mc-stan.org/t/interpreting-elpd-diff-loo-package/1628. It's a bit involved, but let me know if anything...

I guess cross-validation (and Bayesian inference in general) is more about quantifying evidence than threshold-like decisions (significant/non-significant). There's a deeper exploration of the difficulty of estimating the elpd-uncertainty here: https://arxiv.org/abs/2008.10296....

It's definitely a good idea to identify the change point *number* in addition to their location! Thanks for a great mock-up to make this more specific. A minimal version would...