dlmtree.control.hyper | R Documentation |
Hyperparameter control settings for dlmtree model fitting
dlmtree.control.hyper(
shrinkage = "all",
params = c(0.95, 2),
step.prob = c(0.25, 0.25)
)
shrinkage |
character "all" (default), "trees", "exposures", "none", turns on horseshoe-like shrinkage priors for different parts of model. |
params |
numerical vector of alpha and beta hyperparameters controlling dlm tree depth. (default: alpha = 0.95, beta = 2) |
step.prob |
numerical vector for probability of each step for dlm tree updates: 1) grow/prune, 2) change, 3) switch exposure. (default: c(0.25, 0.25, 0.25)) |
list of hyperparameter control parameters.
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