Description Usage Arguments Value Author(s)
This function returns the second derivative of a GEV distribution with respect to the random effect tau_s^kappa. It is used in forming the proposal for the Metropolis-Hastings update of this parameter.
1 | g.double.prime(tau, tau.hat, varsigma, xi, kappa.hat, eps)
|
tau |
The current value of the random effect |
tau.hat |
The conditional fitted value of the random effect given the others according to the Gaussian Process |
varsigma |
The conditional variance of the fitted value according to the Gaussian Process |
xi |
The current value of the shape parameter |
kappa.hat |
This is the linear bit of the precision for this location |
eps |
The vector of residuals for this site, i.e. Y_ts - mu_s |
A scalar giving the second derivative
Alex Lenkoski <alex@nr.no>
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