Comments (1)
WillianFuks
commented on June 15, 2024
Hi @alessandropicca ,
The value niter that you referred is used internally in the step of sampling time series from the posterior distribution, as you can see here. It's used in essence to find the p-value; currently it's not possible to change it as it doesn't really affect much final results.
Now for the number '100' that you mentioned, it's actually set when sampling the posterior of the model parameters. You can either change the values for vi or hmc algorithms, which is equivalent of setting their sampling rate when running the Markov Chain algorithm.
It'd also be possible to customize the main API to receive those values as input. Unfortunately I do not have available time for doing so now but if the community sends a PR I'd happily merge it.
Hope that helps, let me know if you still have any questions.
Best,
Will
from tfcausalimpact.
Related Issues (20)
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