Hi Rob,
You should probably be using a CustomDist to represent the joint distribution of all observations in each sample trajectory of the statspace. Here’s a gist that shows how to do this, as well as how to handle common post-estimation tasks.
Hi Rob,
You should probably be using a CustomDist to represent the joint distribution of all observations in each sample trajectory of the statspace. Here’s a gist that shows how to do this, as well as how to handle common post-estimation tasks.