Section on ARMA should include stationary distribution
Nobody has claimed this yet.
- Dominant language
- TeX
- Stars
- 43
- Forks
- 133
- Avg merge
- 11h 32m
- Merged PRs (30d)
- 4
Description
The Stan reference manual's section on ARMA models could be improved by showing how to initialize an autoregression using the stationary distribution. Assuming the first few draws are drawn from the stationary distribution is common for autoregressions on panel data, where the number of lags can be similar to the number of observations for each time series.
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the ARMA section in the Stan reference manual at the linked autoregressive page and review how initialization is currently explained. Add an explanation of initializing an autoregression from its stationary distribution, including the panel-data context described in the issue; the section should clearly show how the assumption is used.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- tex
- Domain
- documentation
- Issue type
- Documentation
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100