I’m hoping to add a spline function to model a smoothed time-dependent effect in my regression model of some time series data. Does anyone have an example of including splines in greta? I’ve found a pretty thorough example that incorporates B-splines in stan (Splines In Stan (mc-stan.org)), but was wondering if this has already been translated to greta (before I attempt it). If not, does anyone see any potential pitfalls to translating this stan example to greta?
Splines in greta?
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Hi @jt-hicks!
Thanks for your question - I haven’t had direct experience with this yet, I’ve been focussing on other aspects of greta, but you might want to check out https://github.com/greta-dev/greta.gp - we will be looking to update the documentation of that in the future, let me know if you’ve got any questions - sorry I can’t provide more direct help right now, but I’ll see if I can pull up some examples for you.
Cheers!
Nick