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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