exal_make_mcmc_dqlm_sigma_control: Build DQLM sigma-only MCMC warmup control

In exdqlm: Extended Dynamic Quantile Linear Models

Build DQLM sigma-only MCMC warmup control

Description

Returns a normalized mcmc_control$dqlm_sigma block for exdqlmMCMC() in the reduced AL / DQLM branch.

Usage

exal_make_mcmc_dqlm_sigma_control(
  freeze_burnin_iters = 0L,
  freeze_only_during_burn = TRUE,
  force_after_warmup = TRUE,
  trace = TRUE
)

Arguments

freeze_burnin_iters	Non-negative integer; number of burn-in iterations to hold the sigma-only block fixed.
freeze_only_during_burn	Logical; if TRUE, hard freeze only applies during burn-in.
force_after_warmup	Logical; force one immediate post-warmup update.
trace	Logical; record diagnostics traces.

Value

A normalized list suitable for mcmc_control$dqlm_sigma.

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