Skip to content

Commit d45b7b3

Browse files
authored
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 d45b7b3

File tree

4 files changed

+18028
-0
lines changed

4 files changed

+18028
-0
lines changed

0 commit comments

Comments
 (0)