-
Notifications
You must be signed in to change notification settings - Fork 220
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Adding a distribution class for the continuous contractual setting #36
Conversation
Check out this pull request on See visual diffs & provide feedback on Jupyter Notebooks. Powered by ReviewNB |
Still getting biased inference? Does the original paper have a dataset that we can use to see if recovered parameters are similar? That would help understanding if the bias is in the logp or rng_fn |
For now yes, I'll have to dig through the math and the data-generating mechanism to identify the sources of bias. |
Can you link the reference paper? |
I didn't use one to derive the log-likelihood. The closest paper to my knowledge is the continuous non-contractual setting by Fader, Hardie et Lee (2005) |
Have you found out what the |
I think the example being referred to is credit card subscription. To get off the subscription, the cancellation must be explicit (contractual), but the timing of the cancellation can occur anytime (continuous). |
08b8904
to
d85d37e
Compare
8d655a7
to
6e17335
Compare
Addresses bullet point 2 in #25.
This PR adds a distribution class for the continuous contractual setting and a corresponding notebook to how to use this distribution. For now, this PR can serve as a discussion platform as I polish the code and add tests.
The distribution class is in fact very similar to #16 with an extra argument to explicitly say if a customer has churned or not at time
t_x
.