exhaustive.search: A function for an exhaustive search, calculates the optimum...
In DGM: Dynamic Graphical Models

Description Usage Arguments Value Examples

A function for an exhaustive search, calculates the optimum value of the discount factor.

exhaustive.search(
  Data,
  node,
  nbf = 15,
  delta = seq(0.5, 1, 0.01),
  cpp = TRUE,
  priors = priors.spec()
)

`Data`	Dataset with dimension number of time points T x Number of nodes Nn.
`node`	The node to find parents for.
`nbf`	Log Predictive Likelihood will sum from (and including) this time point.
`delta`	a vector of potential values for the discount factor.
`cpp`	boolean true (default): fast C++ implementation, false: native R code.
`priors`	list with prior hyperparameters.

model.store a matrix with the model, LPL and chosen discount factor for all possible models. runtime an estimate of the run time of the function, using proc.time().