Describe the solution you'd like
Translate code from the R implementation into Python.
Describe alternatives you've considered
Consider implementing it as part of statsmodels rather than sktime and then interface it in sktime.
I'm implementing this now, I should be posting a pull request within a week or so!
Great @jordanrmerrick, I'm looking forward to that! For testing we should compare it with some results from the R version.
hi @jordanrmerrick, are you still working in this?
I am! Finishing finals in school took more time than I anticipated so progress has been slower, but I'm submitting a PR tioday or tomorrow.
Most helpful comment
I am! Finishing finals in school took more time than I anticipated so progress has been slower, but I'm submitting a PR tioday or tomorrow.