calculation of beta coefficients of extra regressors
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Description
Hello,
I am going through the code for prophet to understand how the beta coefficients are calculated for extra regressors and in the below part of the code, could you please elaborate on how all the pieces come together in finding the coefficients please? I have gone through what each and every parameter here means but having a bit of a hard time piecing them together.
`model {
//priors
k ~ normal(0, 5);
m ~ normal(0, 5);
delta ~ double_exponential(0, tau);
sigma_obs ~ normal(0, 0.5);
beta ~ normal(0, sigmas);
// Likelihood
y ~ normal(
trend
.* (1 + X * (beta .* s_m))
+ X * (beta .* s_a),
sigma_obs
);`
Looking forward to your answer!
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