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 difm.model.attributes

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]