fbmOptim
haziqj
released this
15 Jan 11:12
·
282 commits
to cd3d1e64c25854865a8f9044ef210d50b015d8e7
since this release
- Changed some code to match JSS paper.
- Commented on the line where Pearson kernels are always used for factor-type variables. Should this always be the case?
- Added control option to set intercept at a fixed value.
- Added (hidden) options for
str()
when printingipriorKernel
objects. - Added
fbmOptim()
function to find optimum Hurst coefficient for fitting FBM I-prior models. - Added new way to specify Hurst coefficient using the syntax
kernel = "FBM,<value>"
. - Wrote vignette manual guide which details how to calculate the matrices required for the closed form estimate of
lambda
. - Removed the T2 statistic from the
summary()
output for now.