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Add ordinal probit and logit models to BoomSpikeSlab

Open steve-the-bayesian opened this issue 6 years ago • 3 comments

C++ work is mostly done. Just need the glue. They can even use the same posterior sampler.

steve-the-bayesian avatar May 10 '19 16:05 steve-the-bayesian

Dear @steve-the-bayesian , thank you so much for the bsts package. Very stoked to see it offering options for non-Gaussian responses. I'm dealing with ordinal categorical responses, is it one of the planned feature for bsts in the near future? I presume many will be dealing with ordinal data, e.g., from surveys as well.

Thanks :)

hrlai avatar May 02 '23 21:05 hrlai

It's on the wish list, but not high enough to make it on the short term road map. Glad you're enjoying the package!

On Tue, May 2, 2023 at 2:30 PM Hao Ran Lai @.***> wrote:

Dear @steve-the-bayesian https://github.com/steve-the-bayesian , thank you so much for the bsts package. Very stoked to see it offering options for non-Gaussian responses. I'm dealing with ordinal categorical responses, is it one of the planned feature for bsts in the near future? I presume many will be dealing with ordinal data, e.g., from surveys as well.

Thanks :)

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steve-the-bayesian avatar May 02 '23 21:05 steve-the-bayesian

Thanks for the update. I'll keep exploring this and other paths while waiting for this to come out :)

hrlai avatar May 02 '23 21:05 hrlai