exal_make_mcmc_control

Returns a readable <code>mcmc_control</code> list for <code>exalStaticMCMC()</code> and
<code>exdqlmMCMC()</code>. This keeps the warmup surface explicit instead of relying on
ad hoc nested lists.

Bayesian quantile-regression routines for dynamic state-space
models and static regression under the extended asymmetric Laplace
(exAL) error distribution. The dynamic state-space models are extended
dynamic quantile linear models (exDQLMs). The package combines dynamic
exDQLM inference via LDVB, MCMC, and legacy ISVB with static exAL
regression via LDVB and MCMC, reduced AL/DQLM paths through fixed
skewness, component builders for trend/seasonality/regression blocks,
static shrinkage priors including ridge, regularized horseshoe, and
'rhs_ns', evidence lower bound diagnostics, optional C++ accelerators,
and posterior predictive synthesis across separately fitted quantiles
through 'quantileSynthesis()'. Dynamic exDQLM methods are described in
Barata et al. (2020) <doi:10.1214/21-AOAS1497>.

Raquel Barata

exdqlm

Extended Dynamic Quantile Linear Models

Raquel Prado

Bruno Sanso

Antonio Aguirre

exal_make_mcmc_control function

<dl><dt>n_burn, n_mcmc, thin, verbose</dt>
<dd>Core MCMC controls.</dd>
<dt>progress_every</dt>
<dd>Optional progress cadence for callers that support it.</dd>
<dt>init_from_vb</dt>
<dd>Logical; initialize from a VB warm start.</dd>
<dt>vb_warm_start_control</dt>
<dd>Optional VB warm-start control list, often from
<code>exal_make_vb_control()</code>.</dd>
<dt>sigmagam</dt>
<dd>Optional list, usually from
<code>exal_make_mcmc_sigmagam_control()</code>.</dd>
<dt>theta</dt>
<dd>Optional list, usually from <code>exal_make_mcmc_theta_control()</code>.</dd>
<dt>latent_state</dt>
<dd>Optional list, usually from
<code>exal_make_mcmc_latent_state_control()</code>.</dd>
<dt>dqlm_sigma</dt>
<dd>Optional list, usually from
<code>exal_make_mcmc_dqlm_sigma_control()</code>.</dd>
<dt>control</dt>
<dd>Optional existing control list to update.</dd></dl>

Arguments

Build advanced MCMC control — exal_make_mcmc_control

<dl>

<dt>n_burn, n_mcmc, thin, verbose</dt>
<dd>Core MCMC controls.</dd>


<dt>progress_every</dt>
<dd>Optional progress cadence for callers that support it.</dd>


<dt>init_from_vb</dt>
<dd>Logical; initialize from a VB warm start.</dd>


<dt>vb_warm_start_control</dt>
<dd>Optional VB warm-start control list, often from
<code>exal_make_vb_control()</code>.</dd>


<dt>sigmagam</dt>
<dd>Optional list, usually from
<code>exal_make_mcmc_sigmagam_control()</code>.</dd>


<dt>theta</dt>
<dd>Optional list, usually from <code>exal_make_mcmc_theta_control()</code>.</dd>


<dt>latent_state</dt>
<dd>Optional list, usually from
<code>exal_make_mcmc_latent_state_control()</code>.</dd>


<dt>dqlm_sigma</dt>
<dd>Optional list, usually from
<code>exal_make_mcmc_dqlm_sigma_control()</code>.</dd>


<dt>control</dt>
<dd>Optional existing control list to update.</dd>

</dl>

exal_make_mcmc_control: Build advanced MCMC control

Description

Usage

Value

Arguments