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EDISON (version 1.1.1)

init: Initialise the MCMC simulation.

Description

This function intialises the parameters and variables needed for the MCMC simulation.

Usage

init(X, Y, sinit, GLOBvar, HYPERvar, options)

Arguments

X
Input response data.
Y
Input target data.
sinit
Initial changepoints.
GLOBvar
Global variables used during the MCMC simulation.
HYPERvar
Hyperparameter variables.
options
MCMC simulation options as obtained e.g. by defaultOptions.

Value

List with elements:
counters
Matrices for counting the number of moves made and accepted.
initState
Initial state of the variables of the MCMC simulation.
listStock
Variables for recording the network, changepoint and hyperparameter samples.

See Also

sampleParms