bv: Ngme bivariate model specification

In ngme2: Linear Latent Non-Gaussian Models with Flexible Distributions

Ngme bivariate model specification

Description

Giving 2 sub_models, build a correlated bivariate operator based on K = D(theta, rho)

D(\theta, \rho) = \begin{pmatrix} \cos(\theta) + \rho \sin(\theta) & -\sin(\theta) \sqrt{1+\rho^2} \\ \sin(\theta) - \rho \cos(\theta) & \cos(\theta) \sqrt{1+\rho^2} \end{pmatrix}

Usage

bv(
  mesh,
  sub_models,
  theta = 0,
  rho = 0,
  c1 = 1,
  c2 = 1,
  share_param = FALSE,
  fix_theta = FALSE,
  use_c_param = FALSE
)

Arguments

mesh	the mesh where model is defined
sub_models	a list of sub_models (total 2 sub_models)
theta	the rotation parameter (starting point should be from -pi/4 to pi/4)
rho	the parameter related to correlation
c1	scaling factor for the first sub-model (default: 1)
c2	scaling factor for the second sub-model (default: 1)
share_param	TRUE if share the same parameter for 2 sub_models (of same type)
fix_theta	TRUE if fix the theta of bv model
use_c_param	TRUE to estimate c1 and c2 as parameters, FALSE to fix them at specified values (default: FALSE)

Details

The bivariate model combines two sub-models with a rotation matrix D and optional scaling factors c1 and c2. When use_c_param = TRUE, c1 and c2 are estimated as parameters (on log scale). When use_c_param = FALSE (default), c1 and c2 are fixed at their specified values (both default to 1).

Value

a ngme_operator of bivariate model

ngme2 documentation built on May 20, 2026, 9:10 a.m.