eigenRW1: Function to compute eigenvalues and eigenvectors of RW1...

Description Usage Arguments Value Author(s) References Examples

View source: R/eigenRW1.R

Description

Function to compute eigenvalues and eigenvectors of RW1 structure matrix.

Usage

1

Arguments

n

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(n)
{
# compute eigenvals and eigenvects of RW1

w <-( pi/n) * ((n-1):0)
evals <-  2 * (1-cos(w) )

evects <- sin( outer( 1:n, w ) ) - sin( outer( (0:(n-1)), w))
evects[,n] <- rep(1,n)

evects <- apply( evects, 2, function(v) v / sqrt( sum(v^2) ) )

list( values = evals, vectors = evects)

}

CARrampsOcl documentation built on May 29, 2017, 4:47 p.m.

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