dlmtree (version 1.1.1)

dlmtree.control.hyper: Hyperparameter control settings for dlmtree model fitting

Description

Hyperparameter control settings for dlmtree model fitting

Usage

dlmtree.control.hyper(
  shrinkage = "all",
  params = c(0.95, 2),
  step.prob = c(0.25, 0.25)
)

Value

list of hyperparameter control parameters.

Arguments

shrinkage

character "all" (default), "trees", "exposures", "none", turns on horseshoe-like shrinkage priors for different parts of model.

params

numerical vector of alpha and beta hyperparameters controlling dlm tree depth. (default: alpha = 0.95, beta = 2)

step.prob

numerical vector for probability of each step for dlm tree updates: 1) grow/prune, 2) change, 3) switch exposure. (default: c(0.25, 0.25, 0.25))