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1 parent 07ce191 commit 7315283Copy full SHA for 7315283
causalpy/pymc_models.py
@@ -756,6 +756,9 @@ class InterventionTimeEstimator(PyMCModel):
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Custom PyMC model to estimate the time an intervention took place.
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This model implements three types of changepoints: level shift, trend change, and impulse response.
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+ While the underlying mathematical framework could theoretically be applied to other changepoint
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+ detection problems, it has been specifically designed and tested for use in interrupted time
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+ series causal inference settings.
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In words:
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- `beta` represents the regression coefficients for the baseline signal `μ`.
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