t_initEvolParams_no: Initialize the evolution error variance parameters
In dsp: Dynamic Shrinkage Process and Change Point Detection
t_initEvolParams_no R Documentation
Initialize the evolution error variance parameters
Description
Compute initial values for evolution error variance parameters under the
dynamic horseshoe prior
Usage
t_initEvolParams_no(y, D, omega)
Arguments
y
the T vector of time series observations
D
degree of differencing (D = 1, or D = 2)
omega
T vector of evolution errors
Value
List of relevant components: sigma_wt, the T vector of evolution standard deviations,
and additional parameters associated with the DHS priors.
dsp documentation built on Aug. 21, 2025, 5:29 p.m.
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| t_initEvolParams_no | R Documentation |
Initialize the evolution error variance parameters
Description
Compute initial values for evolution error variance parameters under the dynamic horseshoe prior
Usage
t_initEvolParams_no(y, D, omega)
Arguments
y |
the |
D |
degree of differencing (D = 1, or D = 2) |
omega |
|
Value
List of relevant components: sigma_wt, the T vector of evolution standard deviations,
and additional parameters associated with the DHS priors.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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