cp.death {EDISON} | R Documentation |
This function makes a changepoint death move, possibly removing a changepoint.
cp.death(Eall, Sall, Ball, Sig2all, X, Y, D, GLOBvar, HYPERvar, target)
Eall |
Changepoints: List of target nodes, where each element contains a vector of changepoints. |
Sall |
Network structure: List of target nodes, where each element is a NumSegs by NumNodes matrix giving the parents for the target node in each segment. A binary matrix. |
Ball |
Network parameters: Similar to network structure, but with regression parameters included. |
Sig2all |
Sigma squared parameters. |
X |
Response data. |
Y |
Target data. |
D |
Hyperparameter. |
GLOBvar |
Global variables of the MCMC simulation. |
HYPERvar |
Hyperparameter variables. |
target |
Which target node the move is being proposed for. |
A list with elements:
E |
New changepoint vector for target node. |
Sall |
Updated network structure. |
Ball |
Updated network structure with regression parameters. |
Sig2all |
Updated sigma squared. |
prior.params |
Updated vector of structure prior hyperparameters. |
accept |
Whether the move was accepted or not. |
move |
What type of move was made. In this case |
alpha |
The acceptance ratio of the move. |
estar |
The location of the removed changepoint. |
k |
Hyperparameter. |
Sophie Lebre
Frank Dondelinger
For more information about the different changepoint moves, see:
Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.