Opts {SoftBart}R Documentation

MCMC options for SoftBart

Description

Creates a list that provides the parameters for running the Markov chain.

Usage

Opts(
  num_burn = 2500,
  num_thin = 1,
  num_save = 2500,
  num_print = 100,
  update_sigma_mu = TRUE,
  update_s = TRUE,
  update_alpha = TRUE,
  update_beta = FALSE,
  update_gamma = FALSE,
  update_tau = TRUE,
  update_tau_mean = FALSE,
  update_sigma = TRUE,
  cache_trees = TRUE
)

Arguments

num_burn

Number of warmup iterations for the chain.

num_thin

Thinning interval for the chain.

num_save

The number of samples to collect; in total, num_burn + num_save * num_thin iterations are run.

num_print

Interval for how often to print the chain's progress.

update_sigma_mu

If TRUE, sigma_mu is updated, with a half-Cauchy prior on sigma_mu centered at the initial guess.

update_s

If TRUE, s is updated using the Dirichlet prior s \sim D(\alpha / P, \ldots, \alpha / P) where P is the number of covariates.

update_alpha

If TRUE, alpha is updated using a scaled beta prime prior.

update_beta

If TRUE, beta is updated using a normal prior with mean 0 and variance 4.

update_gamma

If TRUE, gamma is updated using a Uniform(0.5, 1) prior.

update_tau

If TRUE, the bandwidth tau is updated for each tree

update_tau_mean

If TRUE, the mean of tau is updated

update_sigma

If TRUE, sigma is updated, with a half-Cauchy prior on sigma centered at the initial guess.

cache_trees

If TRUE, we save the trees for each MCMC iteration when using the MakeForest interface

Value

Returns a list containing the function arguments.


[Package SoftBart version 1.0.1 Index]