Make changepoint birth move.

Description

This function makes a changepoint birth move, possibly adding a changepoint.

Usage

1
cp.birth(Eall, Sall, Ball, Sig2all, X, Y, D, GLOBvar, HYPERvar, target)

Arguments

Eall

Changepoints: List of target nodes, where each element contains a vector of changepoints.

Sall

Network structure: List of target nodes, where each element is a NumSegs by NumNodes matrix giving the parents for the target node in each segment. A binary matrix.

Ball

Network parameters: Similar to network structure, but with regression parameters included.

Sig2all

Sigma squared parameters.

X

Response data.

Y

Target data.

D

Hyperparameter.

GLOBvar

Global variables of the MCMC simulation.

HYPERvar

Hyperparameter variables.

target

Which target node the move is being proposed for.

Value

A list with elements:

E

New changepoint vector for target node.

Sall

Updated network structure.

Ball

Updated network structure with regression parameters.

Sig2all

Udated sigma squared.

prior.params

Updated vector of structure prior hyperparameters.

accept

Whether the move was accepted or not.

move

What type of move was made. In this case move=1 for a changepoint birth move.

alpha

The acceptance ratio of the move.

estar

The location of the new changepoint.

k

Hyperparameter.

Author(s)

Sophie Lebre

Frank Dondelinger

References

For more information about the different changepoint moves, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

cp.death, cp.shift

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