exal_make_mcmc_control: Build advanced MCMC control

In exdqlm: Extended Dynamic Quantile Linear Models

Build advanced MCMC control

Description

Returns a readable mcmc_control list for exalStaticMCMC() and exdqlmMCMC(). This keeps the warmup surface explicit instead of relying on ad hoc nested lists.

Usage

exal_make_mcmc_control(
  n_burn = 2000L,
  n_mcmc = 1500L,
  thin = 1L,
  verbose = FALSE,
  progress_every = NULL,
  init_from_vb = TRUE,
  vb_warm_start_control = NULL,
  sigmagam = NULL,
  theta = NULL,
  latent_state = NULL,
  dqlm_sigma = NULL,
  control = NULL
)

Arguments

n_burn, n_mcmc, thin, verbose	Core MCMC controls.
progress_every	Optional progress cadence for callers that support it.
init_from_vb	Logical; initialize from a VB warm start.
vb_warm_start_control	Optional VB warm-start control list, often from exal_make_vb_control().
sigmagam	Optional list, usually from exal_make_mcmc_sigmagam_control().
theta	Optional list, usually from exal_make_mcmc_theta_control().
latent_state	Optional list, usually from exal_make_mcmc_latent_state_control().
dqlm_sigma	Optional list, usually from exal_make_mcmc_dqlm_sigma_control().
control	Optional existing control list to update.

Value

A normalized list suitable for mcmc_control.

exdqlm documentation built on July 10, 2026, 1:08 a.m.