Bliss_Simulated_Annealing {bliss} | R Documentation |
Bliss_Simulated_Annealing
Description
A Simulated Annealing algorithm to compute the Bliss estimate.
Usage
Bliss_Simulated_Annealing(
beta_sample,
posterior_sample,
param,
verbose_cpp = FALSE
)
Arguments
beta_sample |
a matrix. Each row is a coefficient function computed from the posterior sample. |
posterior_sample |
a list resulting from the |
param |
a list containing:
|
verbose_cpp |
Rcpp writes stuff if TRUE (optional). |
Value
a list containing:
- Bliss_estimate
a numerical vector, corresponding to the Bliss estimate of the coefficient function.
- Smooth_estimate
a numerical vector, which is the posterior expectation of the coefficient function for each time points.
- trace
a matrix, the trace of the algorithm.
Examples
data(data1)
data(param1)
data(res_bliss1)
param1$Q <- length(data1$x)
param1$grids <- data1$grids
param1$p <- sapply(data1$grids,length)
posterior_sample <- res_bliss1$posterior_sample
beta_sample <- compute_beta_sample(posterior_sample,param1)
res_sann <- Bliss_Simulated_Annealing(beta_sample,posterior_sample,param1)