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This repository was archived by the owner on Sep 6, 2018. It is now read-only.
Something to think about. I am not sure you want the flexibility of having a different pulse location process prior for each period. The series are not usually long enough to allow this level of flexibility. The usual argument is that we chose "consistent" criteria for labeling things pulses between groups. I think in the Bayesian framework consistent is the same prior.
Something to think about. I am not sure you want the flexibility of having a different pulse location process prior for each period. The series are not usually long enough to allow this level of flexibility. The usual argument is that we chose "consistent" criteria for labeling things pulses between groups. I think in the Bayesian framework consistent is the same prior.