OptimMCL.HCAR: Iterative procedure for maximising the Monte Carlo likelihood...
In mclcar: Estimating Conditional Auto-Regressive (CAR) Models using Monte Carlo Likelihood Methods
Description
Usage
Arguments
Value
Author(s)
See Also
View source: R/OptimMCL.HCAR.R
Description
The function uses an iterative procedure of directly maximising the
Monte Carlo likelihood of a hierechical conditional auto-regressive model
and the updating step size is limited by defining
an experimental region using the estimated Monte Carlo variance.
Usage
1
OptimMCL.HCAR(data, psi0, control = list())
Arguments
data
A list or an environment contains the variables same as described in sim.HCAR.
psi0
Starting value for the importance sampler parameter same as described in sim.HCAR.
control
a list of tuning parameters to control the algorithm. Details to be found at OptimMCL
Value
Same as in OptimMCL.
Author(s)
Zhe Sha zhesha1006@gmail.com
See Also
mcl.HCAR, sim.HCAR, summary.OptimMCL.HCAR
mclcar documentation built on Jan. 8, 2022, 5:07 p.m.
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.
Description Usage Arguments Value Author(s) See Also
View source: R/OptimMCL.HCAR.R
Description
The function uses an iterative procedure of directly maximising the Monte Carlo likelihood of a hierechical conditional auto-regressive model and the updating step size is limited by defining an experimental region using the estimated Monte Carlo variance.
Usage
1 | OptimMCL.HCAR(data, psi0, control = list())
|
Arguments
data |
A list or an environment contains the variables same as described in |
psi0 |
Starting value for the importance sampler parameter same as described in |
control |
a list of tuning parameters to control the algorithm. Details to be found at |
Value
Same as in OptimMCL.
Author(s)
Zhe Sha zhesha1006@gmail.com
See Also
mcl.HCAR, sim.HCAR, summary.OptimMCL.HCAR
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.