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volatility parameter - add option "exact" or "poisson" #8

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jyotikab opened this issue Feb 27, 2023 · 2 comments
Open

volatility parameter - add option "exact" or "poisson" #8

jyotikab opened this issue Feb 27, 2023 · 2 comments
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enhancement New feature or request

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@jyotikab
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Right now volatility parameter switches the block after exact n trials. The n can be lambda parameter can generate change points from a poisson distribution, but it has to be hard coded in the code.
Allow the user to choose that option. Add additional option with the volatility parameter [n, "exact"] or [n, "poisson"]

@jyotikab jyotikab added the enhancement New feature or request label Feb 27, 2023
@jyotikab jyotikab self-assigned this Feb 27, 2023
@jyotikab
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The volatility parameter now expects a list, e.g - [2, "exact"] or [2, "poisson"].
If "exact", the trials change after every 2 trials, whereas "poisson" samples the change points from a poisson distribution with lambda = 2

@giossic
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giossic commented Mar 1, 2023

Working!

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