f.double.prime: Second derivative of the posterior distribution of a spatial...
In spatial.gev.bma: Hierarchical spatial generalized extreme value (GEV) modeling with Bayesian Model Averaging (BMA)
Description
Usage
Arguments
Value
Author(s)
Description
This is the second derivative of the conditional posterior probability
of a sptial GEV model with respect to a given random effect in the
location parameter. It is used to form the proposal for a
Metropolis-Hastings update of the given parameter.
Usage
1
f.double.prime(tau, tau.hat, varsigma, xi, kappa, R)
Arguments
tau
The current value of the given random effect
tau.hat
The conditional mean of the random effect given the other random
effects and the Gaussian process parameters
varsigma
The conditional variance of the random effect given the Gaussian
process parameters
xi
The current shape parameter at this location
kappa
The current precision parameter at this location
R
The residual between the observed values and the linear part of the
location parameter
Value
A scalar that gives the value of the derivative. This is then used to
form the relevant proposal.
Author(s)
Alex Lenkoski <alex@nr.no>
spatial.gev.bma documentation built on May 1, 2019, 6:34 p.m.
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Description Usage Arguments Value Author(s)
Description
This is the second derivative of the conditional posterior probability of a sptial GEV model with respect to a given random effect in the location parameter. It is used to form the proposal for a Metropolis-Hastings update of the given parameter.
Usage
1 | f.double.prime(tau, tau.hat, varsigma, xi, kappa, R)
|
Arguments
tau |
The current value of the given random effect |
tau.hat |
The conditional mean of the random effect given the other random effects and the Gaussian process parameters |
varsigma |
The conditional variance of the random effect given the Gaussian process parameters |
xi |
The current shape parameter at this location |
kappa |
The current precision parameter at this location |
R |
The residual between the observed values and the linear part of the location parameter |
Value
A scalar that gives the value of the derivative. This is then used to form the relevant proposal.
Author(s)
Alex Lenkoski <alex@nr.no>
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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