initsFS {bayesmix} | R Documentation |
Initial values for nodes are created after the suggestion in Sylvia Fruehwirth-Schnatter's book.
initsFS(x, k, restrict, initialValues = list())
x |
a numeric vector. |
k |
number of segments. |
initialValues |
additional inital values specifications. |
restrict |
one of "none", "mu", "tau". |
The initial values for μ are determined by the quantiles of the data, those for eta give equal weight on each segment and those for tau are equal for all segments and estimated by the inverse of the IQR of the data devided by 1.34 and squared.
A list with initial values for the parameter indicated by the name of the respective list element is returned.
Bettina Gruen