initsFS {bayesmix}R Documentation

create initial values

Description

Initial values for nodes are created after the suggestion in Sylvia Fruehwirth-Schnatter's book.

Usage

initsFS(x, k, restrict, initialValues = list())

Arguments

x

a numeric vector.

k

number of segments.

initialValues

additional initial values specifications.

restrict

one of "none", "mu", "tau".

Details

The initial values for μ are determined by the quantiles of the data, those for η give equal weight on each segment and those for τ are equal for all segments and estimated by the inverse of the IQR of the data divided by 1.34 and squared.

Value

A list with initial values for the parameter indicated by the name of the respective list element is returned.

Author(s)

Bettina Gruen


[Package bayesmix version 0.7-5 Index]