Posts tagged patsy
Splines in PyMC3
- 08 October 2021
- Category: beginner
Often, the model we want to fit is not a perfect line between some \(x\) and \(y\). Instead, the parameters of the model are expected to vary over \(x\). There are multiple ways to handle this situation, one of which is to fit a spline. The spline is effectively multiple individual lines, each fit to a different section of \(x\), that are tied together at their boundaries, often called knots. Below is an exmaple of how to fit a spline using the Bayesian framework PyMC3.