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Consider implementing the Conway-Maxwell-Poisson distribution #19

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brandonwillard opened this issue Jul 1, 2020 · 1 comment
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brandonwillard commented Jul 1, 2020

The Conway-Maxwell-Poisson distribution offers another way means of capturing over- and under-dispersion in a Poisson-like framework. It has also been studied under HMM models and shown to "cope with the combination of slight overdispersion and substantial serial dependence".

@brandonwillard brandonwillard added the enhancement New feature or request label Jul 1, 2020
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Looks like someone already has a PyMC3 implementation!

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