Spline showcase in Covid-19 ITS example - #1180
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Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
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Misses 485 485
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This PR updates the COVID interrupted time-series notebook to show a spline-based alternative to a simple linear baseline. It adds a more flexible specification, demonstrates the diagnostics needed to assess model fit and convergence, also demonstrates a custom RW2 prior and Bayesian P-spline approach that leverages
pymc-extra'sVariableFactoryprotocol and walks through the resulting counterfactual trend and estimated intervention effect. This addresses #475.This is just a proof of concept / rough draft! I recognize the narrative still needs revision. For now: I wonder if something like this is what you had in mind for #475 @drbenvincent ?
Thank you for thoughtfully maintaining a great library!