Set global options relating to computational details
set_opts(
auto.order.block = TRUE,
chol.inplace = TRUE,
chol.ordering = 0L,
PG.approx = TRUE,
PG.approx.m = -2L,
CRT.approx.m = 20L,
max.size.cps.template = 100L
)This function sets or resets options in the option environment .opts.
whether Gibbs blocks should be ordered automatically in such a way that those with the most sparse design matrices come first. This way of ordering can make Cholesky updates more efficient.
whether sparse Cholesky updates should re-use the same memory location.
an integer passed to CHOLMOD routines determining which reordering schemes are tried to limit sparse Cholesky fill-in.
whether Polya-Gamma draws for logistic binomial models are
approximated by a hybrid gamma convolution approach. If not, BayesLogit::rpg
is used, which is exact for some values of the shape parameter.
if PG.approx=TRUE, the number of explicit gamma draws in the
sum-of-gammas representation of the Polya-Gamma distribution. The remainder (infinite)
convolution is approximated by a single moment-matching gamma draw. Special values are:
-2L for a default choice depending on the value of the shape parameter
balancing performance and accuracy, -1L for a moment-matching normal approximation,
and 0L for a moment-matching gamma approximation.
scalar integer specifying the degree of approximation to sampling from a Chinese Restaurant Table distribution. The approximation is based on Le Cam's theorem. Larger values yield a slower but more accurate sampler.
maximum allowed size in MB of the sparse matrix serving as a template for the sparse symmetric crossproduct X'QX of a dgCMatrix X, where Q is a diagonal matrix subject to change.
D. Bates, M. Maechler, B. Bolker and S.C. Walker (2015). Fitting Linear Mixed-Effects Models Using lme4. Journal of Statistical Software 67(1), 1-48.
Y. Chen, T.A. Davis, W.W. Hager and S. Rajamanickam (2008). Algorithm 887: CHOLMOD, supernodal sparse Cholesky factorization and update/downdate. ACM Transactions on Mathematical Software 35(3), 1-14.