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EDISON (version 1.1.1)

sampleParms: Sample initial parameters for the MCMC simulation.

Description

This function samples the initial hyperparameters and parameters that are needed for the MCMC simulation.

Usage

sampleParms(X, GLOBvar, HYPERvar, s_init = NULL, options)

Arguments

X
Input data.
GLOBvar
Global variables of the MCMC simulation.
HYPERvar
Hyperparameter variables.
s_init
Initial number of changepoints.
options
MCMC options, as given by e.g. defaultOptions.

Value

Returns a list with elements:
E
The initial changepoint vector.
S
The intial networks structure.
B
The initial regression parameters.
Sig2
The inital sigma squared variances.
betas
The intial hyperparameters for the exponential information sharing prior.
hyper_params
The initial hyperparameters for the binomial information sharing prior.

References

For more information about the parameters and hyperparameters, 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.

See Also

init