Function to compute eigenvalues and eigenvectors of RW1 structure matrix.

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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)

}

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