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Add .fit_MAP method to the compiled statsmodels.tsa.statespace object #19

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jessegrabowski opened this issue Feb 3, 2023 · 0 comments
Open

Add .fit_MAP method to the compiled statsmodels.tsa.statespace object #19

jessegrabowski opened this issue Feb 3, 2023 · 0 comments
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enhancement New feature or request good first issue Good for newcomers

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@jessegrabowski
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Currently, MAP estimation via maximum likelihood using priors defined in the GCN is possible by passing a fit_map=True flag in the .fit method. It would be clearer if there was instead a separate .fit_MAP method on the statespace object with the same function signature as fit.
@jessegrabowski jessegrabowski added enhancement New feature or request good first issue Good for newcomers labels Feb 3, 2023
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