loglk_censor_MVN: Compute censored multivariate normal (MVN) log-probabilities...

In VeccTMVN: Multivariate Normal Probabilities using Vecchia Approximation

Compute censored multivariate normal (MVN) log-probabilities that have spatial covariance matrices using Vecchia approximation

Description

Compute censored multivariate normal (MVN) log-probabilities that have spatial covariance matrices using Vecchia approximation

Usage

loglk_censor_MVN(
  locs,
  indCensor,
  y,
  bCensor,
  covName = NULL,
  covParms = NULL,
  m = 30,
  NLevel1 = 10,
  NLevel2 = 1000,
  verbose = TRUE
)

Arguments

locs	location (feature) matrix n X d
indCensor	indices of locations that have only censored observations
y	observed (not censored) values, of length n
bCensor	upper bound, above which observations are not censored, can be different for different locations, of length 1 or n
covName	covariance function name from the 'GpGp' package
covParms	parameters for 'covName'
m	Vecchia conditioning set size
NLevel1	first level Monte Carlo sample size
NLevel2	second level Monte Carlo sample size
verbose	verbose level

Value

estimated MVN probability and estimation error

VeccTMVN documentation built on Aug. 21, 2025, 6:01 p.m.