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 <[email protected]>

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

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