difm.hyp.parm {DIFM} | R Documentation |
Hyperparameters for DIFM
Description
Sets the hyperparameters to generate Gibbs sampler of DIFM
Usage
difm.hyp.parm(
model.attributes,
n.tau = 2.2,
n.s2.tau = 0.1,
n.sigma = 2.2,
n.s2.sigma = 0.1,
Hlist,
Psi.size = 0.01
)
Arguments
model.attributes |
Model attributes from |
n.tau |
Shape parameter for tau |
n.s2.tau |
Rate parameter for tau |
n.sigma |
Shape parameter for sigma squared |
n.s2.sigma |
Rate parameter for sigma squared |
Hlist |
Neighborhood matrix |
Psi.size |
The magnitude of covariance for the evolution matrix |
Value
A list of hyperparameters of tau, W, sigma, and theta.
[Package DIFM version 1.0 Index]