Calculates Hastings value of coefficients, the logdensity of the current
coefficients given proposal mean and variance based on a Gibbs sample
of the form in Gibbs.sample.coeff.gp
.
1 2  ## S3 method for class 'gp'
Hastings.coeff(object, z, sig2e, meanVal=0, sdVal=1, ...)

object 
A GP object, created by 
z 
Vector of values for 
sig2e 
Noise variance component that distorts 
meanVal 
Optional mean value for 
sdVal 
Optional standard deviation value for 
... 
Other arguments. 
This function can be used in an MCMC context to calculate the Hastings correction that may be necessary in taking a quasiGibbs sample of the process coefficients, as part of one of the algorithms of Paciorek (2006). The function calculates and returns the logdensity.
The function returns the logdensity.
Christopher Paciorek paciorek@alumni.cmu.edu
Type 'citation("spectralGP")' for references.
gp
, propose.coeff.gp
, updateprocess.gp
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
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