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