init: Initialise the MCMC simulation.

In EDISON: Network Reconstruction and Changepoint Detection

Description

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

Usage

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

EDISON documentation built on May 2, 2019, 2:39 a.m.