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Issue 408: ARMA and ARIMA models #438

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Issue 408: ARMA and ARIMA models #438

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seabbs
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@seabbs seabbs commented Aug 27, 2024

This draft PR closes #408 and starts towards adding submodels everywhere. To close this out I need to:

  • Remove all standard deviation priors from latent models
  • Use HierarchicalNormal as the default residual process
  • Decide if we need helper constructors for our current models (i.e do we want AR(std_prior)) to work)
  • Write arma and arima helper functions. Deciding how much flexibility to expose (plan is to restrict to just p,q,r priors and the standard deviation prior of the residuals).
  • Review and improve tests

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Try this Pull Request!

Open Julia and type:

import Pkg
Pkg.activate(temp=true)
Pkg.add(url="https://github.com/CDCgov/Rt-without-renewal", rev="issue408", subdir="EpiAware")
using EpiAware

@SamuelBrand1
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Hey do you need any help with this one?

@seabbs
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seabbs commented Sep 20, 2024

no its okay I just need to get off primarycensoreddist and then can get this unstuck

@SamuelBrand1
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Seeing updates 👍

@seabbs
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seabbs commented Oct 11, 2024

ha yes this PR has got really out of hand - just doing some lsthm admin stuff then back on this

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EpiSteps submodule
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