Calculates prior variances of coefficients in a spectral GP object

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Description

Calculates the prior variances of the spectral coefficients in a GP object. The variances are based on the spectral density function chosen in gp and the correlation function parameters supplied.

Usage

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## S3 method for class 'gp'
calc.variances(object,...)

Arguments

object

A GP object, created by gp.

...

Other arguments.

Details

This function is an internal function not meant to be called by the user. The prior variances for each coefficient are calculated based on the frequency of the corresponding basis function, the spectral density function, the parameters of the spectral density/correlation function, and the (optional) coefficient variance parameter. The function creates variances, a matrix of variances corresponding to coeff, the matrix of coefficients.

Value

The function modifies the GP object, which is essentially a pointer (an R environment in this case), so NULL is returned.

Author(s)

Christopher Paciorek paciorek@alumni.cmu.edu

References

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

See Also

gp, propose.coeff.gp, simulate.gp, logdensity.gp, change.param.gp

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