phase.update: Make a network structure or hyperparameter move.

In EDISON: Network Reconstruction and Changepoint Detection

Description

This function makes a network structure or information sharing hyperparameter move.

Usage

phase.update(Eall, Sall, Ball, Sig2all, X, Y, GLOBvar, HYPERvar, target)

Arguments

Eall	List of changepoints with one entry for each target node. Each entry has length equal to the number of changepoints for that target node.
Sall	Network structure: List of length equal to the number of target nodes, where each list entry is a NumSegs by NumNodes matrix.
Ball	Network structure with regression coefficients: Same as Sall, but with regression coefficients as matrix entries.
Sig2all	Sigma squared.
X	Input response data.
Y	Input target data.
GLOBvar	Global variables used during the MCMC simulation.
HYPERvar	Hyperparameter variables.
target	Current target node.

Value

Returns a list with the following elements:

E	Changepoints for the current target node.
Sall	Network structure (possibly updated).
Ball	Network structure regression coefficients (possibly updated).
Sig2all	Sigma squared.
prior.params	Information sharing prior hyperparameters (possibly updated).
k	Level-2 exponential prior hyperparameter (possibly updated).
move	Move type: 4 for a network structure move, 5 hyperparameter move.
move	Structure Move type: 1 for a network structure move, 2 for a level-1 hyperparameter move, 3 for a level-2 hyperparameter move.
accept	1 if the move has been accepted, 0 otherwise.

Author(s)

Sophie Lebre

Frank Dondelinger

References

For more information on network structure moves and information sharing priors, 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

make_structure_move

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