f.double.prime: Second derivative of the posterior distribution of a spatial...

Description Usage Arguments Value Author(s)

View source: R/gev.R

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 <[email protected]>


spatial.gev.bma documentation built on May 29, 2017, 9:10 a.m.