l.double.prime: The second derivative of a Gaussian process with respect to...

Description Usage Arguments Value Author(s)

Description

This utility returns the value of the second derivative of the posterior of lambda in a Gaussian process. It is used to make a focused M-H proposal when updating the lambda parameter.

Usage

1
l.double.prime(tau, alpha, lambda, D, a, b)

Arguments

tau

The vector of current random effects.

alpha

The current state of the precision of the Gaussian process

lambda

The current state of lambda

D

The distance matrix of the relevant entries in tau

a

The prior parameter for lambda

b

The second prior parameter for lambda

Value

This returns a scalar that is then used in the focused update. Its a pretty internal function.

Author(s)

Alex Lenkoski <alex@nr.no>


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