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Add Hierarchical BVAR example (#456)
* [Hierarchical BVAR #286] initial draft of Hierarchical BVAR example
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] focused discussion on simple VARs and fake data and irish example compared to statsmodels. Included example of small hierarchical case.
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] added more explanatory text and estimated hierarchical model using blackjax nuts sampler
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] improved visuals and add all countries to hierarchical model fit
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] fixed issue with hierarchical model fit. Fixed some typos too.
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] added forest plots, corrected typos and improved discussion.
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] added image and scrollable view of image for full model
Signed-off-by: Nathaniel <[email protected]>
* Update bayesian_var_model.myst.md
change filepath to full_model.png
* [Hierarchical BVAR #286] reverting full model image
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] updated with feedback from pull request review
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] tidying bibtex file
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] trying bibtex tidy again
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] added new line to end of bib file
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] removed tabs from bib entry
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] indent with 2 spaces bibtex
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] think i got it this time bibtex
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] updated with requested changes and improved prior of model for statsmodels comparison
Signed-off-by: Nathaniel <[email protected]>
* [Hierarchical BVAR #286] corrected hierarchical model tag
Signed-off-by: Nathaniel <[email protected]>
Signed-off-by: Nathaniel <[email protected]>1 parent a707d48 commit d45b7b3Copy full SHA for d45b7b3
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