gibbs_glasso: Gibbs sampler for posterior inference of LTN with sparse...

Description Usage Arguments

View source: R/gibbs_glasso.R

Description

Gibbs sampler for posterior inference of LTN with sparse Gaussian graph of nodes

Usage

1
gibbs_glasso(niter, YL, Y, r = 1, s = 0.01, SEED = 1, lambda = "hp")

Arguments

niter

number of Gibbs iteration

YL

d x N matrices of y(Al)

Y

d x N matrices of y(A)

r

hyperparameter for shrinkage parameter lambda. lambda ~ Ga(r,s).

s

hyperparameter for shrinkage parameter lambda. lambda ~ Ga(r,s).

SEED

random seed for initializing the parameters

lambda

'hp' – the Gamma hyperprior will be used; or a real number used as a fixed lambda, and r and s will be ignored


MaStatLab/LTN documentation built on Feb. 4, 2022, 10:35 p.m.