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Add differenced AR models #134

Merged
merged 58 commits into from
Mar 15, 2024
Merged

Add differenced AR models #134

merged 58 commits into from
Mar 15, 2024

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seabbs
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@seabbs seabbs commented Mar 11, 2024

As the title. This PR extends #128 to include differencing for any latent model. It is joint work from @SamuelBrand1 and me but I think @SamuelBrand1 is still objective enough to review.

Since we discussed this I have:

  • Standardised the implementation based on the current AR() implementation
  • Added input checks
  • Update tests to work with other changes.

I think that covered everything we discussed.

@SamuelBrand1
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Looking at this... I'm loving the self-referential definition of AR differencing function. That is neat.

@seabbs
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seabbs commented Mar 11, 2024

If it works.. I am seeing it work and then not work in quite a strange way. Getting errors about thread safety.

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seabbs commented Mar 14, 2024

@SamuelBrand1 FYI 4a4f85e this branch was pulled off of #issue53 and so should have been rebased or merged from that PR - that is why it now has so merge many issues.

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Why not just kill off branch issue53?

@seabbs seabbs force-pushed the diff-latent-model branch from 9d0daff to b588826 Compare March 14, 2024 11:32
@seabbs seabbs force-pushed the diff-latent-model branch from d64bb4a to bab886e Compare March 15, 2024 10:37
Base automatically changed from issue53 to main March 15, 2024 11:10
@seabbs seabbs requested a review from SamuelBrand1 March 15, 2024 11:32
@SamuelBrand1 SamuelBrand1 marked this pull request as ready for review March 15, 2024 11:33
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I really like this way of adding differenced models; really slick

@seabbs seabbs enabled auto-merge (squash) March 15, 2024 11:36
@seabbs seabbs merged commit 3a66b24 into main Mar 15, 2024
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@seabbs seabbs deleted the diff-latent-model branch March 15, 2024 11:59
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2 participants