exhaustive.search {DGM} | R Documentation |
A function for an exhaustive search, calculates the optimum value of the discount factor.
exhaustive.search(
Data,
node,
nbf = 15,
delta = seq(0.5, 1, 0.01),
cpp = TRUE,
priors = priors.spec()
)
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. |
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().
data("utestdata")
result=exhaustive.search(myts,3)