facebookexperimental / facebookexperimental/Robyn
Adding time varying coefficients to Robyn
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Description
Hello ,
Robyn is a wonderful package for media mix models under a frequentist setting but I see that it doesnt support tvp for coefficients or intercept which sometimes is not true for actual media spend variation and effects in reality.
There are research papers around solving for TVP within the ridge framework itself , so if this aspect is included it will help in modeling the reality better.
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