g.double.prime: The second derivative of a GEV distribution with respect to a...

Description Usage Arguments Value Author(s)

View source: R/gev.R

Description

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.

Usage

1
g.double.prime(tau, tau.hat, varsigma, xi, kappa.hat, eps)

Arguments

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

Value

A scalar giving the second derivative

Author(s)

Alex Lenkoski <[email protected]>


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