stepwise.combine: Stepise combine

In schw4b/DGM: Dynamic Graphical Models

Description

Stepise combine

Usage

stepwise.combine(
  Data,
  node,
  nbf = 15,
  delta = seq(0.5, 1, 0.01),
  max.break = 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	The Log Predictive Likelihood will sum from (and including) this time point.
delta	A vector of values for the discount factor.
max.break	If TRUE, the code will break if adding / removing parents does not improve the LPL. If FALSE, the code will continue to the zero parent / all parent model. Default is TRUE.
priors	List with prior hyperparameters.

Value

model.store The parents, LPL and chosen discount factor for the subset of models scored using this method.

schw4b/DGM documentation built on Dec. 24, 2021, 9:19 p.m.