ExactLikelihood

effects.ExactLikelihood(self, effect_name, reference_df, prior_scale)

Wrap an effect and applies a normal likelihood to its output.

This class uses an input as a reference for the effect, and applies a normal likelihood to the output of the effect.

Parameters

Name	Type	Description	Default
effect_name	str	The effect to use in the likelihood.	required
reference_df	pd.DataFrame	A dataframe with the reference values. Should be in sktime format, and must have the same index as the input data.	required
prior_scale	float	The scale of the prior distribution for the likelihood.	required