gev.update.lambda: Update the lambda parameter in a Gaussian Process

Description Usage Arguments Value Author(s)

Description

This constructs a focused proposal to make a metropolis-hasting update of the lambda parameter in a Gaussian process. It is agnostic to which model component in the spatial GEV the GP belongs to.

Usage

1
gev.update.lambda(tau, alpha, lambda, D, a, b)

Arguments

tau

A vector of the random effects

alpha

The global precision of the Gaussian process

lambda

The current value of lambda

D

The matrix of distances between the points associated with the vector tau

a

The parameter for the prior of lambda

b

The second parameter for the prior of lambda

Value

A scalar which is the updated value of lambda.

Author(s)

Alex Lenkoski <alex@nr.no>


spatial.gev.bma documentation built on May 1, 2019, 6:34 p.m.