R/fdp_staplm.R
fdp_staplm.fit.Rd
Functional Dirichlet Process Spatial Temporal Aggregated Predictor Linear Model Fit
fdp_staplm.fit( y, Z, X, S, weights = rep(1, length(y)), alpha_a = 1, alpha_b = 1, sigma_a = 1, sigma_b = 1, tau_a = 1, tau_b = 1, K = 5, iter_max, burn_in, thin = 1, fix_alpha = FALSE, seed = NULL )
y | vector of outcomes |
---|---|
Z | design matrix |
X | stap design matrix |
S | list of penalty matrices from |
weights | weights for weighted regression - default is vector of ones |
alpha_a | alpha gamma prior hyperparameter |
alpha_b | alpha gamma prior hyperparameter |
sigma_a | precision gamma prior hyperparameter |
sigma_b | precision gamma prior hyperparameter |
tau_a | penalty parameters gamma prior hyperparameter |
tau_b | penalty parameters gamma prior hyperparameter |
K | truncation number for DP mixture components |
iter_max | maximum number of iterations |
burn_in | number of iterations to burn-in |
thin | number by which to thin samples |
fix_alpha | boolean value |
seed | random number generator seed will be set to default value if not by user |