t_initEvolZeta_ps: Initialize the anomaly component parameters
In dsp: Dynamic Shrinkage Process and Change Point Detection
t_initEvolZeta_ps R Documentation
Initialize the anomaly component parameters
Description
Compute initial values for either a horseshoe prior or horseshoe+ prior
for the anomaly component.
Usage
t_initEvolZeta_ps(zeta)
Arguments
zeta
T vector of initial estimates.
Value
List of relevant components: sigma_wt, the T vector of standard deviations,
and additional parameters for inverse gamma priors (shape and scale).
dsp documentation built on Aug. 21, 2025, 5:29 p.m.
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| t_initEvolZeta_ps | R Documentation |
Initialize the anomaly component parameters
Description
Compute initial values for either a horseshoe prior or horseshoe+ prior for the anomaly component.
Usage
t_initEvolZeta_ps(zeta)
Arguments
zeta |
|
Value
List of relevant components: sigma_wt, the T vector of standard deviations,
and additional parameters for inverse gamma priors (shape and scale).
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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