eigenCAR1: Function to compute eigenvalues and eigenvectors of CAR1...

Description Usage Arguments Value Author(s) References Examples

View source: R/eigenCAR1.R

Description

Function to compute eigenvalues and eigenvectors of CAR1 structure matrix.

Usage

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eigenCAR1( nr, nc )

Arguments

nr

integer; first dimension of structure matrix

nc

integer; second dimension of structure matrix

Value

values

eigenvalues

vectors

eigenvectors

Author(s)

Kate Cowles

References

Kunsch, H.R. (1994), "Robust priors for smoothing andimage restoriation," Annals of the Institute of Statistical Mathematics, 55, no. 1, 1-19.

Examples

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## The function is currently defined as
function(nr,nc)
{

eigenrow <- eigenRW1(nr)
eigencol <- eigenRW1(nc)

list( values = kronecker( rep(1,nc), eigenrow$values) +
        kronecker(eigencol$values, rep(1,nr)) ,
      vectors = kronecker( eigencol$vectors, eigenrow$vectors) )

}

CARrampsOcl documentation built on May 2, 2019, 3:27 a.m.