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Use t-distributed observable #155

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lohex opened this issue Jun 18, 2020 · 0 comments
Open

Use t-distributed observable #155

lohex opened this issue Jun 18, 2020 · 0 comments

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@lohex
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lohex commented Jun 18, 2020

Hi,

i have an observable which is a ratio of two others that are correlated (where the correlation is changing over time). Therefore a t-distribution is a much better assumption for the residuals than the normal distribution. How can I implement this in D2D?

best,

Lorenz
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