SETTINGS: Automatic Calculation of optimal Initial Parameters

In Newmi1988/seeds: Estimate Hidden Inputs using the Dynamic Elastic Net

Description

Implemented according to Engelhardt et al. 2017.

Usage

SETTINGS(
  VARIANCE,
  N,
  BETA_LAMDBA,
  alphainit,
  betainit,
  R = c(1000, 1000),
  ROH = c(10, 10)
)

Arguments

VARIANCE	standard error of the observed stat dynamics (per time point)
N	number of system states
BETA_LAMDBA	mcmc tuning parameter (weighting of observed states)
alphainit	mcmc tuning parameter (weighting of observed states)
betainit	mcmc tuning parameter (weighting of observed states)
R	mcmc tuning parameter
ROH	mcmc tuning parameter

Details

The function can be replaced by an user defined version if necessary.

Value

A list of optimal initial parameters; i.e. R, Roh, Alpha, Beta, Tau, Lambda1, Lambda2

Newmi1988/seeds documentation built on Aug. 7, 2021, 8:22 p.m.