fit_one: Fit Single Bivariate Hurdle Model

In bivarhr: Bivariate Hurdle Regression with Bayesian Model Averaging

Fit Single Bivariate Hurdle Model

Description

Fits a bivariate hurdle negative binomial model with horseshoe priors using Stan/CmdStan.

Usage

fit_one(
  DT,
  k,
  spec = c("A", "B", "C", "D"),
  controls = character(0),
  model = NULL,
  output_dir = NULL,
  iter_warmup = 1000,
  iter_sampling = 1200,
  chains = 4,
  seed = NULL,
  adapt_delta = 0.95,
  max_treedepth = 12,
  threads_per_chain = 1L,
  hs_tau0 = 0.5,
  hs_slab_scale = 5,
  hs_slab_df = 4,
  verbose = TRUE
)

Arguments

DT	A data.table with the data.
k	Integer; lag order.
spec	Character; model specification ("A", "B", "C", "D").
controls	Character vector of control variable names.
model	A compiled CmdStan model object. If NULL, the package default model is loaded.
output_dir	Directory for CmdStan output files. If NULL, uses a temporary directory.
iter_warmup	Integer; warmup iterations.
iter_sampling	Integer; sampling iterations.
chains	Integer; number of chains.
seed	Integer; random seed.
adapt_delta	Numeric; adaptation target acceptance rate.
max_treedepth	Integer; maximum tree depth.
threads_per_chain	Integer; threads per chain.
hs_tau0	Numeric; horseshoe tau0 parameter.
hs_slab_scale	Numeric; horseshoe slab scale.
hs_slab_df	Numeric; horseshoe slab degrees of freedom.
verbose	Logical; print progress messages.

Value

A list with components:

fit	The CmdStanMCMC fit object.
des	The design matrices used.
spec	The model specification.
k	The lag order.
hs_tau0, hs_slab_scale, hs_slab_df	Horseshoe hyperparameters.
controls	Control variables used.
output_dir	Directory with output files.

bivarhr documentation built on July 7, 2026, 1:06 a.m.