dlmtree.control.monotone | R Documentation |
Control settings for dlmtree model fitting, when used for monotone model
dlmtree.control.monotone(
gamma0 = NULL,
sigma = NULL,
tree.time.params = c(0.95, 2),
tree.exp.params = c(0.95, 2),
time.kappa = NULL
)
gamma0 |
vector (with length equal to number of lags) of means for logit-transformed prior probability of split at each lag; e.g., gamma_0l = 0 implies mean prior probability of split at lag l = 0.5. |
sigma |
symmetric matrix (usually with only diagonal elements) corresponding to gamma_0 to define variances on prior probability of split; e.g., gamma_0l = 0 with lth diagonal element of sigma=2.701 implies that 95% of the time the prior probability of split is between 0.005 and 0.995, as a second example setting gamma_0l=4.119 and the corresponding diagonal element of sigma=0.599 implies that 95% of the time the prior probability of a split is between 0.8 and 0.99. |
tree.time.params |
numerical vector of hyperparameters for monotone time tree. |
tree.exp.params |
numerical vector of hyperparameters for monotone exposure tree. |
time.kappa |
scaling factor in dirichlet prior that goes alongside 'time.split.prob' to control the amount of prior information given to the model for deciding probabilities of splits between adjacent lags. |
list of control parameters for monotone model.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.