generate_ly2hat: Posterior predictive sampler on the transformed y (log(y^2))

In dsp: Dynamic Shrinkage Process and Change Point Detection

Posterior predictive sampler on the transformed y (log(y^2))

Description

Posterior predictive sampler on the transformed y (log(y^2))

Usage

generate_ly2hat(h, p_error_term)

Arguments

h	the log varaince term h
p_error_term	2 dimensional data frame containing mean and the variance from the 10 componenet Gaussian mixture in Omori et al 2007 paper.

Value

a vector containing posterior predictive on log(y^2)

dsp documentation built on Aug. 21, 2025, 5:29 p.m.