Description Usage Arguments Value Examples
This function is to tune the value of hyperparameter in the prior, which can be [1/max(n,p),1/2]. We use the method proposed by Zhang et al. (2018). This method tune the hyperparameter by incorporating a prior on R^2. And they give a direct way to minimize KL directed divergence for special condition.
1 | dlhyper(x, y)
|
x |
input matrix, each row is an observation vector, dimension n*p. Same as the argument in dlmain |
y |
Response variable, a n*1 vector. Same as the argument in dlmain |
hyper |
A value that can use in the following posterior computation |
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