main: Main function of the MCMC simulation.
Description
This function executes the main loop of the MCMC simulation, making the
different moves and recording samples.
Usage
main(X, Y, initiation, GLOBvar, HYPERvar)
Arguments
initiation
Initialisation of the MCMC simulation, as obtained by
function init. GLOBvar
Global variables of the MCMC simulation.
HYPERvar
Hyperparameter variables.
Value
Returns a list with the following elements: - counters
- List
containing the different move counters for the number of times moves have
been proposed and accepted.
- listStock
- List containing the recorded
samples for the networks, changepoints and hyperparameters
References
For more information about the MCMC simulations, see:Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with
Bayesian regularization for inferring gene regulatory networks with
gradually time-varying structure", Machine Learning.