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Regression Type & Dynamic vs. Static #29

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mekazanc opened this issue Oct 29, 2023 · 1 comment
Open

Regression Type & Dynamic vs. Static #29

mekazanc opened this issue Oct 29, 2023 · 1 comment

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@mekazanc
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Hello, I have a subtle question about the regression part.

I assume that main code uses static regression and dynamic one is not included.

Can you correct me if I am wrong ?

Thanks in advance

@kylepl
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kylepl commented Nov 13, 2023

That is correct, it is using Static regression with SpikeAndSlab prior. See where the Gibbs model is built. Notably, it does not mention DynamicLinearRegression, which, however, I'm not sure if even that is equivalent to the original CausalImpact implementation.

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