Add support for t-distributed innovations in SARIXModel#16
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Add support for t-distributed innovations in SARIXModel#16
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- Extend _get_extra_sarix_params() to pass innovation_dist and innovation_df_prior_scale - Update SARIXFourierModel to properly merge base and Fourier parameters - Add test_sarix_tdist_innovations() integration test - Validates model runs successfully with t-distributed errors - Verifies output structure and prediction quality Depends on sarix library support for t-distributed innovations. 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
Replace single quotes with double quotes in sarix.py to comply with ruff Q000 rule. 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
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This is an expected failure until sarix PR is merged. reichlab/sarix#8 |
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Summary
Extends SARIXModel to support t-distributed innovations, enabling more robust forecasting with heavier-tailed error distributions.
Changes
Dependencies
Requires sarix library with t-distribution support (PR: elray1/sarix#17)
Usage Example
Testing
🤖 Generated with Claude Code