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Refactor RtRandomWalkProcess and SimpleRandomWalkProcess to make step variance a randomvariable #263

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damonbayer opened this issue Jul 11, 2024 · 1 comment
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Refactor RtRandomWalkProcess and SimpleRandomWalkProcess to make step variance a randomvariable #263

damonbayer opened this issue Jul 11, 2024 · 1 comment

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@damonbayer
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Request: can we have a forecasting unit test that confirms stochastic processes are projected forward as we would expect (e.g. that forecast-period steps in a random walk are generated conditional on the posterior sampled value of the step s.d.)

We do not currently support posterior updates of the step s.d., as far as I can tell. We definitely should, but I think that is out of scope for this PR.

Originally posted by @damonbayer in #241 (comment)
@damonbayer
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Duplicate of #188

@damonbayer damonbayer marked this as a duplicate of #188 Jul 11, 2024
@dylanhmorris dylanhmorris mentioned this issue Jul 18, 2024
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@damonbayer