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Fixing is a good idea for
most data, but in some situations-e.g., for sequence data (not that
we necessarily recommend structure for sequence data!)-other
values may work better. For this reason, you can get the program to
estimate for your data. You may want to do this once,
perhaps for , and then fix at the estimated value
thereafter, because there seem to be some problems with
non-identifiability when trying to estimate too many of the
hyperparameters (, , ) at the same time.
Jonathan Pritchard
2003-07-10