View source: R/component_samplers.R
sampleEvolParams | R Documentation |
Compute one draw of evolution error variance parameters under the various options:
dynamic horseshoe prior ('DHS');
horseshoe prior ('HS');
normal-inverse-gamma prior ('NIG').
sampleEvolParams(omega, evolParams, sigma_e = 1, evol_error = "DHS")
omega |
|
evolParams |
list of parameters pertaining to each |
sigma_e |
the observation error standard deviation; for (optional) scaling purposes |
evol_error |
the evolution error distribution; must be one of 'DHS' (dynamic horseshoe prior), 'HS' (horseshoe prior), or 'NIG' (normal-inverse-gamma prior) |
List of relevant components in evolParams
: sigma_wt
, the T x p
matrix of evolution standard deviations,
and additional parameters associated with the DHS and HS priors.
The list evolParams
is specific to each evol_error
type,
but in each case contains the evolution error standard deviations sigma_wt
.
To avoid scaling by the observation standard deviation sigma_e
,
simply use sigma_e = 1
in the functional call.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.