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Gamma-Gamma Model of Monetary Value in PyMC #19

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juanitorduz opened this issue Apr 20, 2022 · 3 comments
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Gamma-Gamma Model of Monetary Value in PyMC #19

juanitorduz opened this issue Apr 20, 2022 · 3 comments
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@juanitorduz
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Similarly as in #18, we want to have the Gamma-Gamma Model of Monetary Value in PyMC and compare it against the results in lifetimes. See https://juanitorduz.github.io/gamma_gamma_pymc/

@ricardoV94
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@larryshamalama and I did some progress on this.

Let's add the notebook with the native pymc model and the specialized/"pre-packaged" gamma-gamma that marginalizes over user-specific parameters and uses aggregated user data.

@juanitorduz
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amazing! I will be happy to review the PR 🚀

@ricardoV94
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Closed via #61

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