Optimization of the hyperparameters
Optimization of the hyperparameters using a sequence of subfunctions.
1 2 3 4 5
Object of class
List of functions
Start value for the hyperparameters, an object of class
Further arguments passed to the optimization routine
The user-friendly wrapper function is
optimal_B() first, as most of the analysis is
optimal_diag_M() is called; this
places the maximum likelihood estimate for sigma^2 on
the diagonal of
optimal_M() is called,
which assigns the off-diagonal elements of
Each of the subfunctions returns an object appropriate for insertion
The “meat” of
1 2 3 4
See how object
out is modified sequentially, it being used as a
start point for the next function.
optimal_diag_M() uses MLEs for the diagonals, but using
each type of observation separately. It is conceivable that there is
information that is not being used here.
Robin K. S. Hankin
1 2 3
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.