difm.hyp.parm: Hyperparameters for DIFM

In DIFM: Dynamic ICAR Spatiotemporal Factor Models

Hyperparameters for DIFM

Description

Sets the hyperparameters to generate Gibbs sampler of DIFM

Usage

difm.hyp.parm(
  model.attributes,
  n.tau = 2.2,
  n.s2.tau = 0.1,
  n.sigma = 2.2,
  n.s2.sigma = 0.1,
  Hlist,
  Psi.size = 0.01
)

Arguments

model.attributes	Model attributes from difm.model.attributes
n.tau	Shape parameter for tau
n.s2.tau	Rate parameter for tau
n.sigma	Shape parameter for sigma squared
n.s2.sigma	Rate parameter for sigma squared
Hlist	Neighborhood matrix
Psi.size	The magnitude of covariance for the evolution matrix

Value

A list of hyperparameters of tau, W, sigma, and theta.

DIFM documentation built on May 29, 2024, 3:37 a.m.