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Hi @alhauser, This proposal changes the API but in a backwards-compatible way. Let me know if you'd be open to it, I'm happy to chat about other ways to get the same outcome. |
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construct.model is a function that takes modeling data (NA in
post.period) and returns a bsts model.
This invocation:
go <- function(data) {
y <- data[, 1]
sdy <- sd(y, na.rm = TRUE)
sd.prior <- SdPrior(sigma.guess = 0.01 * sdy,
upper.limit = sdy,
sample.size = 32)
ss <- AddLocalLevel(list(), y, sigma.prior = sd.prior)
bsts.model <- bsts(y, state.specification = ss, niter = 100,
seed = 1, ping = 0)
}
impact <- CausalImpact(data, pre.period, post.period,
construct.model = go)
is equivalent to:
model.args <- list(niter = 100)
impact <- CausalImpact(data, pre.period, post.period, model.args)
. This change provides an interface that has RunWithData's flexibility
with pre- and post-period, and RunWithBstsModel's full configurability
of the model. For example, the caller can now specify a custom model
where the post-period is before the end of the data, or with a gap
between the pre-period and post-period, either of which aren't possible
with the previous interface.
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construct.model is a function that takes modeling data (NA in
post.period) and returns a bsts model.
This invocation:
is equivalent to:
. This change provides an interface that has RunWithData's flexibility
with pre- and post-period, and RunWithBstsModel's full configurability
of the model. For example, the caller can now specify a custom model
where the post-period is before the end of the data, or with a gap
between the pre-period and post-period, either of which aren't possible
with the previous interface.