-
Notifications
You must be signed in to change notification settings - Fork 33
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
definition of alpha in GP spectral densities #829
Comments
I think everywhere it has gone from the variance to the standard deviation (i.e in all kernels)? I agree this needs to be better doc'd if true and if it is a special case in the matern than this needs to be doc'd as well |
Looking at this in the context of #831 I realised that we used to model alpha^2 (the square of the magnitude), then briefly switched to alpha (as in the paper), now back to alpha^2, i.e. alpha is indeed on the standard deviation scale. |
Discussion of prior value continued in #834 |
The vectorised formulation of the Matern 3/2 kernel spectral density in #742 has come with a slight change in definition of alpha - what is now called alpha is actually sqrt(alpha), i.e. the square root of the magnitude.
This has a few consequences:
To fix this we could
Option (1) would be more computationally efficient at least the Matern 3/2 kernels. The downside is that we've changed a parameter in the model so will have to update the model description (esp. https://github.com/epiforecasts/EpiNow2/blob/main/vignettes/gaussian_process_implementation_details.Rmd) and perhaps issue a note to the user (although I suspect this is not necessarily a parameter many users have been tweaking).
The text was updated successfully, but these errors were encountered: