exhaustive.search: A function for an exhaustive search, calculates the optimum...

Description Usage Arguments Value

View source: R/dgm.R

Description

A function for an exhaustive search, calculates the optimum value of the discount factor.

Usage

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exhaustive.search(Data, node, nbf = 15, delta = seq(0.5, 1, 0.01),
  cpp = TRUE, priors = priors.spec())

Arguments

Data

Dataset with dimension number of time points T x Number of nodes Nn.

node

The node to find parents for.

nbf

Log Predictive Likelihood will sum from (and including) this time point.

delta

a vector of potential values for the discount factor.

cpp

boolean true (default): fast C++ implementation, false: native R code.

priors

list with prior hyperparameters.

Value

model.store a matrix with the model, LPL and chosen discount factor for all possible models. runtime an estimate of the run time of the function, using proc.time().

#' @examples data(utestdata) result=exhaustive.search(myts,3)


schw4b/DGM documentation built on May 7, 2019, 3:16 p.m.