Control settings for dlmtree model fitting, when used for heterogeneous models
dlmtree.control.het(
modifiers = "all",
modifier.splits = 20,
modtree.params = c(0.95, 2),
modtree.step.prob = c(0.25, 0.25, 0.25),
dlmtree.type = "shared",
selection.prior = 0.5
)list of control parameters for heterogeneous models.
string vector containing desired modifiers to be included in a modifier tree. The strings in the vector must match the names of the columns of the data. By default, a modifier tree considers all covariates in the formula as modifiers unless stated otherwise.
integer value to determine the possible number of splitting points that will be used for a modifier tree.
numerical vector of alpha and beta hyperparameters controlling modifier tree depth. (default: alpha = 0.95, beta = 2)
numerical vector for probability of each step for modifier tree updates: 1) grow, 2) prune, 3) change. (default: c(0.25, 0.25, 0.25))
specification of dlmtree type for HDLM: shared (default) or nested.
scalar hyperparameter for sparsity of modifiers. Must be between 0.5 and 1. Smaller value corresponds to increased sparsity of modifiers.