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Update README.md to new interface
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MathNog authored Apr 10, 2024
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Expand Up @@ -178,7 +178,7 @@ seasonality = ["deterministic 12", "", ""];
ar = missing
sample_robustness = false;

model = UnobservedComponentsGAS.GASModel(UnobservedComponentsGAS.tLocationScaleDistribution(), time_varying_params, d, level, seasonality, ar)
model = UnobservedComponentsGAS.GASModel(dist, time_varying_params, d, level, seasonality, ar)
```

Once specified, you can initiate the optimization process to actually estimate the model. This is accomplished using the *fit* function, which takes as arguments the previously defined model (GASModel object) and the estimation data. Furthermore, you'll notice the use of arguments $\alpha = 0.0$, indicating that the regularization method was not applied, and *initial_values* = missing, which means that the initialization process proposed by the package will be adopted.
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