defaultOptions: Set the default options for the MCMC simulation.

Description

This function creates a list with the default options of the MCMC simulation.

Usage

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Value

A list of default options with elements:

lmax

Maximum number of parent nodes. Default=5.

m

Number of repeated measurements. Default=1 (no repeats).

dyn

Lag for the DBN model. Default = 1 when X(t) depends on the previous measurement X(t-1), but dyn can be chosen equal to 2, 3, ...

minPhase

Minimal length of a segment. Default=2.

maxCP

Maximal number of changepoints. Default=10.

maxTF

Maximal number of incoming edges for each node. Default=5.

alphaCP

Hyperparameter for the number of changepoints. Default=1.

betaCP

Hyperparameter for the number of changepoints. Default=0.5.

alphaTF

Hyperparameter for the number of incoming edges. Default=1.

betaTF

Hyperparameter for the number of incoming edges. Default=0.5.

burnin

Whether to include a burnin period. Default=F.

psrf.check

Whether to calculate the potential scale reduction factor (PSRF). Default=F.

pp.l1

Proposal frequency for level-1 hyperparameter moves. Default=0.2.

pp.l2

Proposal frequency for level-2 hyperparameter moves. Default=0.01.

save.by.node

Whether to save results separately for each target node. Default=F.

save.file

Whether to save the results to a file. Default=F.

hyper.fixed

Whether to keep the network structure prior hyperparameters fixed. Default=F.

cp.fixed

Whether to keep the changepoints fixed. Default=F.

hyper.init

Initial values for the network structure prior hyperparameters. Default=NULL.

cp.init

Initial values for the changepoint locations. Default=NULL.

Author(s)

Frank Dondelinger

Examples

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# Set options to allow saving network and changepoint samples to file
options = defaultOptions()
options$save.file = TRUE

# NOT EXECUTED
# result.bino2 = EDISON.run(dataset$sim_data, 
#                  information.sharing='bino_hard',
#                  num.iter=5000, output.file='bino2.results',
#                  options=options)

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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