tobit.lambda.log.full.cond: Full conditional for transformation parameter lambda.
In spate: Spatio-Temporal Modeling of Large Data Using a Spectral SPDE Approach
tobit.lambda.log.full.cond R Documentation
Full conditional for transformation parameter lambda.
Description
Full conditional for transformation parameter lambda of the Tobit
model. This is used in the Metropolis-Hastings step of the MCMC algorithm.
Usage
tobit.lambda.log.full.cond(y, z, tau2, lambda)
Arguments
y
Observed data.
z
Latent Gaussian variable.
tau2
Value of variance (corresponds to nugget effect).
lambda
Value of transformation parameter lambda.
Value
Value of evaluated full conditional for transformation parameter lambda.
Author(s)
Fabio Sigrist
spate documentation built on Oct. 3, 2023, 5:09 p.m.
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| tobit.lambda.log.full.cond | R Documentation |
Full conditional for transformation parameter lambda.
Description
Full conditional for transformation parameter lambda of the Tobit model. This is used in the Metropolis-Hastings step of the MCMC algorithm.
Usage
tobit.lambda.log.full.cond(y, z, tau2, lambda)
Arguments
y |
Observed data. |
z |
Latent Gaussian variable. |
tau2 |
Value of variance (corresponds to nugget effect). |
lambda |
Value of transformation parameter lambda. |
Value
Value of evaluated full conditional for transformation parameter lambda.
Author(s)
Fabio Sigrist
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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