dot-ICAR_calc: Calculate covariance matrix in the MVN-ICAR
In BayesFBHborrow: Bayesian Dynamic Borrowing with Flexible Baseline Hazard Function
.ICAR_calc R Documentation
Calculate covariance matrix in the MVN-ICAR
Description
Calculate covariance matrix in the MVN-ICAR
Usage
.ICAR_calc(s, J, clam)
Arguments
s
split points, J + 2
J
number of split points
clam
controls neighbor interactions, in range (0, 1)
Value
Sigma_s = (I - W)^(-1) * Q, W, Q
BayesFBHborrow documentation built on Sept. 30, 2024, 9:17 a.m.
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| .ICAR_calc | R Documentation |
Calculate covariance matrix in the MVN-ICAR
Description
Calculate covariance matrix in the MVN-ICAR
Usage
.ICAR_calc(s, J, clam)
Arguments
s |
split points, J + 2 |
J |
number of split points |
clam |
controls neighbor interactions, in range (0, 1) |
Value
Sigma_s = (I - W)^(-1) * Q, W, Q
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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