calc.variances.gp: Calculates prior variances of coefficients in a spectral GP...
In spectralGP: Approximate Gaussian Processes Using the Fourier Basis

Description Usage Arguments Details Value Author(s) References See Also

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.

1 2	## S3 method for class 'gp' calc.variances(object,...)

`object`	A GP object, created by `gp`.
`...`	Other arguments.

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.

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

Christopher Paciorek paciorek@alumni.cmu.edu

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

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