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Set noise prior variance to current value for linear growth model

Ben Letham 7 anos atrás
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commit
41d4ab472f

+ 1 - 1
R/inst/stan/prophet.stan

@@ -104,7 +104,7 @@ model {
   k ~ normal(0, 5);
   m ~ normal(0, 5);
   delta ~ double_exponential(0, tau);
-  sigma_obs ~ normal(0, 0.1);
+  sigma_obs ~ normal(0, 0.5);
   beta ~ normal(0, sigmas);
 
   // Likelihood

+ 1 - 1
python/stan/unix/prophet.stan

@@ -104,7 +104,7 @@ model {
   k ~ normal(0, 5);
   m ~ normal(0, 5);
   delta ~ double_exponential(0, tau);
-  sigma_obs ~ normal(0, 0.1);
+  sigma_obs ~ normal(0, 0.5);
   beta ~ normal(0, sigmas);
 
   // Likelihood

+ 1 - 1
python/stan/win/prophet.stan

@@ -149,7 +149,7 @@ model {
   k ~ normal(0, 5);
   m ~ normal(0, 5);
   delta ~ double_exponential(0, tau);
-  sigma_obs ~ normal(0, 0.1);
+  sigma_obs ~ normal(0, 0.5);
   beta ~ normal(0, sigmas);
 
   // Likelihood