3 things that will surprise you about model validation and calibration for state space models
R-bloggers 2017-07-12
Summary:
Gurjinder Mohan writes: I was wondering if you had any advice specific to state space models when attempting model validation and calibration. I was planning on conducting a graphical posterior predictive check. I’d also recommend fake-data simulation. Beyond that, I’d need to know more about the example. I’m posting here because this seems like a […]
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