Initial values for nodes are created after the suggestion in Sylvia Fruehwirth-Schnatter's book.
initsFS(x, k, restrict, initialValues = list())A list with initial values for the parameter indicated by the name of the respective list element is returned.
a numeric vector.
number of segments.
additional initial values specifications.
one of "none", "mu", "tau".
Bettina Gruen
The initial values for \(\mu\) are determined by the quantiles of the data, those for \(\eta\) give equal weight on each segment and those for \(\tau\) are equal for all segments and estimated by the inverse of the IQR of the data divided by 1.34 and squared.