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check tests and add basic docs
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seabbs committed Mar 12, 2024
1 parent 1b68336 commit 809594d
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2 changes: 1 addition & 1 deletion EpiAware/src/EpiAware.jl
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Expand Up @@ -52,7 +52,7 @@ export generate_latent, generate_latent_infs, generate_observations

# Exported utilities
export create_discrete_pmf, spread_draws, scan, R_to_r, r_to_R,
default_rw_priors, default_delay_obs_priors, default_ar_priors
default_rw_priors, default_delay_obs_priors

# Exported inference methods
export manypathfinder
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23 changes: 23 additions & 0 deletions EpiAware/src/latentmodels/autoregressive.jl
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@@ -1,10 +1,33 @@
"""
The autoregressive (AR) model struct.
# Fields
- `damp_prior::D`: The prior distribution for the damping factor.
- `std_prior::S`: The prior distribution for the standard deviation.
- `init_prior::I`: The prior distribution for the initial values.
"""
@with_kw struct AR{D <: Priors, S <: Distribution, I <: Priors} <: AbstractLatentModel
damp_prior::D = truncated(Normal(0.0, 0.05), 0.0, 1)
std_prior::S = truncated(Normal(0.0, 0.05), 0.0, Inf)
init_prior::I = Normal()
@assert length(damp_prior)==length(init_prior) "damp_prior and init_prior must have the same length"
end

"""
Generate a latent AR series.
# Arguments
- `latent_model::AR`: The AR model.
- `n::Int`: The length of the AR series.
# Returns
- `ar::Vector{Float64}`: The generated AR series.
- `params::NamedTuple`: A named tuple containing the generated parameters (`σ_AR`, `ar_init`, `damp_AR`).
# Notes
- The length of `damp_prior` and `init_prior` must be the same.
- `n` must be longer than the order of the autoregressive process.
"""
@model function generate_latent(latent_model::AR, n)
p = length(latent_model.damp_prior)
ϵ_t ~ MvNormal(ones(n - p))
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