exhaustive.search {DGM}

A function for an exhaustive search, calculates the optimum value of the discount factor.

Description

A function for an exhaustive search, calculates the optimum value of the discount factor.

Usage

exhaustive.search(
  Data,
  node,
  nbf = 15,
  delta = seq(0.5, 1, 0.01),
  cpp = TRUE,
  priors = priors.spec()
)

Arguments

Data

Dataset with dimension number of time points T x Number of nodes Nn.

node

The node to find parents for.

nbf

Log Predictive Likelihood will sum from (and including) this time point.

delta

a vector of potential values for the discount factor.

cpp

boolean true (default): fast C++ implementation, false: native R code.

priors

list with prior hyperparameters.

Value

model.store a matrix with the model, LPL and chosen discount factor for all possible models. runtime an estimate of the run time of the function, using proc.time().

Examples

data("utestdata")
result=exhaustive.search(myts,3)