exhaustive.search {DGM} R Documentation

## 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)



[Package DGM version 1.7.4 Index]