initsFS {bayesmix}

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 \mu are determined by the quantiles of the data, those for \eta give equal weight on each segment and those for \tau 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