Hastings.coeff.gp: Calculates Hastings value of coefficients

In spectralGP: Approximate Gaussian Processes Using the Fourier Basis

Description

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.

Usage

## S3 method for class 'gp'
Hastings.coeff(object, z, sig2e, meanVal=0, sdVal=1, ...)

Arguments

object	A GP object, created by gp.
z	Vector of values for z, the noisy version of the process.
sig2e	Noise variance component that distorts z as a version of the process.
meanVal	Optional mean value for z.
sdVal	Optional standard deviation value for z.
...	Other arguments.

Details

This function can be used in an MCMC context to calculate the Hastings correction that may be necessary in taking a quasi-Gibbs sample of the process coefficients, as part of one of the algorithms of Paciorek (2006). The function calculates and returns the logdensity.

Value

The function returns the logdensity.

Author(s)

Christopher Paciorek [e-mail]

References

Type 'citation("spectralGP")' for references.

See Also

gp, propose.coeff.gp, updateprocess.gp

spectralGP documentation built on May 2, 2019, 2:40 a.m.