Usage
buildPrior(xHat, varHat, phiHat, Y, A, rho = 0.9, phiPriorDf = ncol(A)/2, backward = FALSE, lambdaMin = 1, ipfp.maxit = 1e+06, ipfp.tol = 1e-06)
Arguments
xHat
matrix (n x k) of estimates for OD flows from
calibration model, one time point per row
varHat
matrix (n x k) of estimated variances for
OD flows from calibration, one time point per row
phiHat
numeric vector (length n) of estimates for
phi from calibration model
Y
matrix (n x l) of observed link loads, one time
point per row
A
routing matrix (l x k) for network; must be of
full row rank
phiPriorDf
numeric prior convolution parameter for
independent inverse-gamma priors on phi_t
rho
numeric fixed autoregressive parameter for
dynamics on lambda; see reference for details
backward
logical to activate construction of
reversed prior (for smoothing applications)
lambdaMin
numeric value at which to floor
estimated OD flows for prior construction
ipfp.maxit
integer maximum number of iterations
for IPFP
ipfp.tol
numeric tolerance for convergence of IPFP
iterations