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Turn off autocorrelation #58

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lindeloev opened this issue Nov 24, 2019 · 0 comments
Open

Turn off autocorrelation #58

lindeloev opened this issue Nov 24, 2019 · 0 comments
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enhancement New feature or request

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@lindeloev
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lindeloev commented Nov 24, 2019

Turning off would just be changing to 0th order:

segments = list(
    y ~ 1 + x,
    ~ 0 + ar(1),  # start AR(1)
    ~ 0 + ar(0)  # Stop all AR
)

Implementation-wise, the "0" would just set zeros for the involved parameters, e.g., ar_[i_] = 0, i.e., leaving it purely to sigma to model the residuals.

@lindeloev lindeloev added the enhancement New feature or request label Nov 24, 2019
@lindeloev lindeloev changed the title Implement autocorrelation change points Turn off autocorrelation Nov 28, 2019
@lindeloev lindeloev removed this from the 0.3 Generalize functionality milestone Jul 24, 2020
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