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