Initialise the MCMC simulation.

Share:

Description

This function intialises the parameters and variables needed for the MCMC simulation.

Usage

1
init(X, Y, sinit, GLOBvar, HYPERvar, options)

Arguments

X

Input response data.

Y

Input target data.

sinit

Initial changepoints.

GLOBvar

Global variables used during the MCMC simulation.

HYPERvar

Hyperparameter variables.

options

MCMC simulation options as obtained e.g. by defaultOptions.

Value

List with elements:

counters

Matrices for counting the number of moves made and accepted.

initState

Initial state of the variables of the MCMC simulation.

listStock

Variables for recording the network, changepoint and hyperparameter samples.

Author(s)

Sophie Lebre

Frank Dondelinger

See Also

sampleParms

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.