initsFS | R Documentation |
Initial values for nodes are created after the suggestion in Sylvia Fruehwirth-Schnatter's book.
initsFS(x, k, restrict, initialValues = list())
x |
a numeric vector. |
k |
number of segments. |
initialValues |
additional initial values specifications. |
restrict |
one of "none", "mu", "tau". |
The initial values for \mu
are determined by the quantiles of
the data, those for \eta
give equal weight on each segment and
those for \tau
are equal for all segments and estimated by the
inverse of the IQR of the data divided by 1.34 and squared.
A list with initial values for the parameter indicated by the name of the respective list element is returned.
Bettina Gruen
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.