Description Usage Arguments Value Examples
A function for an exhaustive search, calculates the optimum value of the discount factor.
1 2 3 4 5 6 7 8 | exhaustive.search(
Data,
node,
nbf = 15,
delta = seq(0.5, 1, 0.01),
cpp = TRUE,
priors = priors.spec()
)
|
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. |
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().
1 2 | data("utestdata")
result=exhaustive.search(myts,3)
|
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