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
sinit
Initial changepoints.
GLOBvar
Global variables used during the MCMC simulation.
HYPERvar
Hyperparameter variables.
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.