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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"]
The text was updated successfully, but these errors were encountered:
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
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"]
The text was updated successfully, but these errors were encountered: