Builds a start_vals list for ame or lame
from an ALS point estimate. This is useful when the ALS fit has already found
a good latent-space solution and the MCMC chain should start near that
solution rather than from diffuse random values.
Arguments
- fit
a fitted
ame_als,lame_als, or dynamic ALS object returned bylamewithmethod = "als".- jitter
non-negative standard deviation for independent Gaussian perturbations added to numeric starting values. Use a small positive value for multiple MCMC chains.
- seed
optional integer seed used for the jitter.
Value
A list that can be passed to start_vals. For a dynamic ALS
fit it also carries rho_uv, sigma_uv, rho_ab, and
sigma_ab, so the MCMC run starts its AR(1) hyperparameters from
the ALS solution. Read these as starting values rather than estimates:
the persistences are the values the ALS smoothness penalty used (the
prior means unless prior set them), and the innovation scales are
implied by the fitted paths, which the penalty shrinks, so they run
below the posterior scale.