This function intialises the parameters and variables needed for the MCMC simulation.
1 
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

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. 
Sophie Lebre
Frank Dondelinger
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