Penalized Functional Dirichlet Process Linear Regression with N observations

stappDP_fit(
  y,
  Z,
  X,
  S,
  w,
  alpha_a,
  alpha_b,
  sigma_a,
  sigma_b,
  tau_a,
  tau_b,
  K,
  num_penalties,
  iter_max,
  burn_in,
  thin,
  seed,
  num_posterior_samples,
  fix_alpha
)

Arguments

y

a vector of continuous outcomes

Z

a matrix of population level confounders

X

a matrix of spatial temporal aggregated predictors

S

penalty matrix for stap parameters

w

a vector of weights for weighted regression

alpha_a

alpha gamma prior shape hyperparameter

alpha_b

alpha gamma prior scale hyperparameter

sigma_a

precision gamma prior shape hyperparameter

sigma_b

precision gamma prior scale hyperparameter

tau_a

penalty gamma prior shape hyperparameter

tau_b

penalty gamma prior scale hyperparameter

K

truncation number

num_penalties

number of penalty matrices accounted for in S

iter_max

maximum number of iterations

burn_in

number of burn in iterations

thin

number by which to thin samples

seed

rng initializer

num_posterior_samples

total number of posterior samples

fix_alpha

boolean value that determines whether or not to fix alpha in sampler