phase.update {EDISON} | R Documentation |
This function makes a network structure or information sharing hyperparameter move.
phase.update(Eall, Sall, Ball, Sig2all, X, Y, GLOBvar, HYPERvar, target)
Eall |
List of changepoints with one entry for each target node. Each entry has length equal to the number of changepoints for that target node. |
Sall |
Network structure: List of length equal to the number of target nodes, where each list entry is a NumSegs by NumNodes matrix. |
Ball |
Network structure with regression coefficients: Same as Sall, but with regression coefficients as matrix entries. |
Sig2all |
Sigma squared. |
X |
Input response data. |
Y |
Input target data. |
GLOBvar |
Global variables used during the MCMC simulation. |
HYPERvar |
Hyperparameter variables. |
target |
Current target node. |
Returns a list with the following elements:
E |
Changepoints for the current target node. |
Sall |
Network structure (possibly updated). |
Ball |
Network structure regression coefficients (possibly updated). |
Sig2all |
Sigma squared. |
prior.params |
Information sharing prior hyperparameters (possibly updated). |
k |
Level-2 exponential prior hyperparameter (possibly updated). |
move |
Move type: 4 for a network structure move, 5 hyperparameter move. |
move |
Structure Move type: 1 for a network structure move, 2 for a level-1 hyperparameter move, 3 for a level-2 hyperparameter move. |
accept |
1 if the move has been accepted, 0 otherwise. |
Sophie Lebre
Frank Dondelinger
For more information on network structure moves and information sharing priors, 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.