Description Usage Arguments Value References See Also
Function to execute single MCMC-based move step for
bayesianDynamicFilter
. This can use two types
of stopping rules: number of iterations or number of
accepted moves for the X particles. The former is used by
default, but the latter adapts better to low acceptance
rates (sometimes with substantial computational cost). Most
updates in this algorithm are Metropolis-Hastings with
customized proposals.
1 2 3 |
y |
numeric vector (length l) of observed link loads |
X |
matrix (m x k) of particles for OD flows, one particle per row, in pivoted order |
tme |
integer time index currently used in estimation |
lambda |
matrix (m x k) of particles for OD intensities, one particle per row, in pivoted order |
phi |
numeric vector (length m) of particles for phi |
lambdatm1 |
lambda matrix (m x k) of particles for OD intensities from previous time, one particle per row, in pivoted order |
phitm1 |
numeric vector (length m) of particles for phi from previous time |
prior |
list containing priors for hyperparameters;
see |
A |
routing matrix (l x k) for network |
A1_inv |
inverse of full-rank portion of routing matrix (l x l) |
A2 |
remainder of routing matrix (l x k-l) |
rho |
numeric fixed autoregressive parameter for dynamics on lambda; see reference for details |
tau |
numeric fixed power parameter for variance structure on truncated normal noise; see reference for details |
m |
integer number of particles |
l |
integer number of observed link loads |
k |
integer number of OD flows to infer |
ndraws |
integer number of draws to perform (can be overriden by minAccepts) |
minAccepts |
integer minimum number of acceptances before results are returned; activates alternative stopping rule if >= 1 |
verbose |
logical activates verbose diagnostic output |
list containing updated values of X, lambda, and phi
A.W. Blocker and E.M. Airoldi. Deconvolution of mixing time series on a graph. Proceedings of the Twenty-Seventh Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-11) 51-60, 2011.
Other bayesianDynamicModel:
bayesianDynamicFilter
;
buildPrior
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