exal_make_vb_sigmagam_control: Build VB sigmagam warmup control

In exdqlm: Extended Dynamic Quantile Linear Models

Build VB sigmagam warmup control

Description

Returns a normalized sigmagam block for vb_control lists used by exalStaticLDVB(), exdqlmLDVB(), and VB warm-start paths in exalStaticMCMC() and exdqlmMCMC().

Usage

exal_make_vb_sigmagam_control(
  freeze_warmup_iters = NULL,
  force_after_warmup = NULL,
  postwarmup_damping = NULL,
  postwarmup_damping_iters = NULL,
  min_postwarmup_updates = NULL
)

Arguments

freeze_warmup_iters	Non-negative integer; number of early VB iterations during which the ⁠(sigma, gamma)⁠ block is held fixed.
force_after_warmup	Logical; force one immediate post-warmup update.
postwarmup_damping	Numeric in ⁠(0, 1]⁠; damping applied after warmup.
postwarmup_damping_iters	Non-negative integer; number of damped post-warmup iterations.
min_postwarmup_updates	Non-negative integer; minimum number of post-warmup updates required before convergence-style gates can fire.

Value

A normalized list suitable for vb_control$sigmagam.

When called with no arguments, this returns the package's conservative default exAL ⁠(sigma, gamma)⁠ warmup profile.

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