Usage
vb_cs_wish(formula, data = NULL, verbose = TRUE, Kt = 5, alpha = 0.1,
min.iter = 10, max.iter = 50, Aw = NULL, Bw = NULL, v = NULL)
Arguments
formula
a formula indicating the structure of the proposed model.
data
an optional data frame, list or environment containing the
variables in the model. If not found in data, the variables are taken from
environment(formula), typically the environment from which the function is
called.
verbose
logical defaulting to TRUE -- should updates on progress be printed?
Kt
number of spline basis functions used to estimate coefficient functions
alpha
tuning parameter balancing second-derivative penalty and
zeroth-derivative penalty (alpha = 0 is all second-derivative penalty)
min.iter
minimum number of interations of VB algorithm
max.iter
maximum number of interations of VB algorithm
Aw
hyperparameter for inverse gamma controlling variance of spline terms
for population-level effects; if NULL, defaults to Kt/2.
Bw
hyperparameter for inverse gamma controlling variance of spline terms
for population-level effects; if NULL, defaults to
1/2 tr(mu.q.betaof the model
v
hyperparameter for inverse Wishart prior on residual covariance; if NULL,
Psi defaults to an FPCA decomposition of the residual covariance in which residuals are
estimated based on an OLS fit of the model (note the "nugget effect" on this c