stepwise.backward {DGM} R Documentation

## Stepise backward non-exhaustive greedy search, calculates the optimum value of the discount factor.

### Description

Stepise backward non-exhaustive greedy search, calculates the optimum value of the discount factor.

### Usage

stepwise.backward(
Data,
node,
nbf = 15,
delta = seq(0.5, 1, 0.01),
max.break = 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 The Log Predictive Likelihood will sum from (and including) this time point. delta A vector of values for the discount factor. max.break If TRUE, the code will break if adding / removing parents does not improve the LPL. If FALSE, the code will continue to the zero parent / all parent model. Default is TRUE. priors List with prior hyperparameters.

### Value

model.store The parents, LPL and chosen discount factor for the subset of models scored using this method.

[Package DGM version 1.7.4 Index]