exhaustive.search: A function for an exhaustive search, calculates the optimum...
In multdyn: Multiregression Dynamic Models

A function for an exhaustive search, calculates the optimum value of the discount factor.

1 2	exhaustive.search(Data, node, nbf = 15, delta = seq(0.5, 1, 0.01), cpp = TRUE, priors = priors.spec())

`Data`	Dataset with dimension number of time points T x Number of nodes Nn.
`node`	The node to find parents for.
`nbf`	Log Predictive Likelihood will sum from (and including) this time point.
`delta`	a vector of potential values for the discount factor.
`cpp`	boolean true (default): fast C++ implementation, false: native R code.
`priors`	list with prior hyperparameters.

model.store a matrix with the model, LPL and chosen discount factor for all possible models. runtime an estimate of the run time of the function, using proc.time().

multdyn documentation built on May 2, 2019, 3:43 p.m.