From 41d4ab472f339f9d3d63f6be525abd194a26bafd Mon Sep 17 00:00:00 2001
From: Ben Letham <bletham@gmail.com>
Date: Tue, 29 May 2018 14:41:36 -0700
Subject: [PATCH] Set noise prior variance to current value for linear growth
 model

---
 R/inst/stan/prophet.stan      | 2 +-
 python/stan/unix/prophet.stan | 2 +-
 python/stan/win/prophet.stan  | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/R/inst/stan/prophet.stan b/R/inst/stan/prophet.stan
index a2dcfff..922c960 100644
--- a/R/inst/stan/prophet.stan
+++ b/R/inst/stan/prophet.stan
@@ -104,7 +104,7 @@ model {
   k ~ normal(0, 5);
   m ~ normal(0, 5);
   delta ~ double_exponential(0, tau);
-  sigma_obs ~ normal(0, 0.1);
+  sigma_obs ~ normal(0, 0.5);
   beta ~ normal(0, sigmas);
 
   // Likelihood
diff --git a/python/stan/unix/prophet.stan b/python/stan/unix/prophet.stan
index a2dcfff..922c960 100644
--- a/python/stan/unix/prophet.stan
+++ b/python/stan/unix/prophet.stan
@@ -104,7 +104,7 @@ model {
   k ~ normal(0, 5);
   m ~ normal(0, 5);
   delta ~ double_exponential(0, tau);
-  sigma_obs ~ normal(0, 0.1);
+  sigma_obs ~ normal(0, 0.5);
   beta ~ normal(0, sigmas);
 
   // Likelihood
diff --git a/python/stan/win/prophet.stan b/python/stan/win/prophet.stan
index 787c452..83dbf96 100644
--- a/python/stan/win/prophet.stan
+++ b/python/stan/win/prophet.stan
@@ -149,7 +149,7 @@ model {
   k ~ normal(0, 5);
   m ~ normal(0, 5);
   delta ~ double_exponential(0, tau);
-  sigma_obs ~ normal(0, 0.1);
+  sigma_obs ~ normal(0, 0.5);
   beta ~ normal(0, sigmas);
 
   // Likelihood