Fits a bivariate hurdle negative binomial model with horseshoe priors using Stan/CmdStan.
fit_one(
DT,
k,
spec = c("A", "B", "C", "D"),
controls = character(0),
model = NULL,
output_dir = NULL,
iter_warmup = 1000,
iter_sampling = 1200,
chains = 4,
seed = NULL,
adapt_delta = 0.95,
max_treedepth = 12,
threads_per_chain = 1L,
hs_tau0 = 0.5,
hs_slab_scale = 5,
hs_slab_df = 4,
verbose = TRUE
)A list with components:
The CmdStanMCMC fit object.
The design matrices used.
The model specification.
The lag order.
Horseshoe hyperparameters.
Control variables used.
Directory with output files.
A data.table with the data.
Integer; lag order.
Character; model specification ("A", "B", "C", "D").
Character vector of control variable names.
A compiled CmdStan model object. If NULL, the package default model is loaded.
Directory for CmdStan output files. If NULL, uses a temporary directory.
Integer; warmup iterations.
Integer; sampling iterations.
Integer; number of chains.
Integer; random seed.
Numeric; adaptation target acceptance rate.
Integer; maximum tree depth.
Integer; threads per chain.
Numeric; horseshoe tau0 parameter.
Numeric; horseshoe slab scale.
Numeric; horseshoe slab degrees of freedom.
Logical; print progress messages.