g.double.prime: The second derivative of a GEV distribution with respect to a...
In NorskRegnesentral/SpatGEVBMA: Hierarchical spatial generalized extreme value (GEV) modeling with Bayesian Model Averaging (BMA)
g.double.prime R Documentation
The second derivative of a GEV distribution with respect to a
random effect parameter on the precision kappa
Description
This function returns the second derivative of a GEV
distribution with respect to the random effect tau_s^kappa.
It is used in forming the proposal for the Metropolis-Hastings update
of this parameter.
Usage
g.double.prime(tau, tau.hat, varsigma, xi, kappa.hat, eps)
Arguments
tau
The current value of the random effect
tau.hat
The conditional fitted value of the random effect given
the others according to the Gaussian Process
varsigma
The conditional variance of the fitted value according to the
Gaussian Process
xi
The current value of the shape parameter
kappa.hat
This is the linear bit of the precision for this location
eps
The vector of residuals for this site, i.e. Y_ts - mu_s
Value
A scalar giving the second derivative
Author(s)
Alex Lenkoski <alex@nr.no>
NorskRegnesentral/SpatGEVBMA documentation built on July 22, 2023, 9:59 a.m.
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| g.double.prime | R Documentation |
The second derivative of a GEV distribution with respect to a random effect parameter on the precision kappa
Description
This function returns the second derivative of a GEV distribution with respect to the random effect tau_s^kappa. It is used in forming the proposal for the Metropolis-Hastings update of this parameter.
Usage
g.double.prime(tau, tau.hat, varsigma, xi, kappa.hat, eps)
Arguments
tau |
The current value of the random effect |
tau.hat |
The conditional fitted value of the random effect given the others according to the Gaussian Process |
varsigma |
The conditional variance of the fitted value according to the Gaussian Process |
xi |
The current value of the shape parameter |
kappa.hat |
This is the linear bit of the precision for this location |
eps |
The vector of residuals for this site, i.e. Y_ts - mu_s |
Value
A scalar giving the second derivative
Author(s)
Alex Lenkoski <alex@nr.no>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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