check_cov_lower: Check Lower Bound of Covariance Parameters

In varycoef: Modeling Spatially Varying Coefficients

Check Lower Bound of Covariance Parameters

Description

Ensures that the covariance parameters define a positive definite covariance matrix. It takes the vector (ρ_1, σ^2_1, ..., ρ_q, σ^2_q, τ^2) and checks if all ρ_k>0, all σ_k^2>=0, and τ^2>0.

Usage

check_cov_lower(cv, q)

Arguments

cv	(numeric(2*q+1)) Covariance vector of SVC model.
q	(numeric(1)) Integer indicating the number of SVCs.

Value

logical(1) with TRUE if all conditions above are fulfilled.

Examples

# first one is true, all other are false
check_cov_lower(c(0.1, 0, 0.2,  1, 0.2), q = 2)
check_cov_lower(c(0  , 0, 0.2,  1, 0.2), q = 2)
check_cov_lower(c(0.1, 0, 0.2,  1, 0  ), q = 2)
check_cov_lower(c(0.1, 0, 0.2, -1, 0  ), q = 2)

varycoef documentation built on Sept. 18, 2022, 1:07 a.m.