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Switch length scale prior to new interface #878

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sbfnk opened this issue Dec 6, 2024 · 1 comment · Fixed by #890
Closed

Switch length scale prior to new interface #878

sbfnk opened this issue Dec 6, 2024 · 1 comment · Fixed by #890

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@sbfnk
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sbfnk commented Dec 6, 2024

One thing to consider then would be if we want to scale the length scale parameter with the length of the time series so that a common prior can be used across data sets fitted to.

@seabbs
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seabbs commented Dec 6, 2024

I tried doing this when trying to generalise the GPs a few years ago. However with the new changes I think this is quite easy to do. The potential cost though is interpretability.

@sbfnk sbfnk added this to the CRAN v1.7 release milestone Dec 10, 2024
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