Bayesian regression with delays

This repository holds the code for a Bayesian linear regression where the independent variables have a "delay" which is unknown. The delays are also parameters of the model and are estimated in the process. The MCMC is performed by the twalk.

Currently the code does not allow for interactions.

Code

The code is written in python and it requieres the twpytwalk library which can be download at pytwalk

Data

Data obtained by Sizhe Chen