l.double.prime | R Documentation |
This utility returns the value of the second derivative of the posterior of lambda in a Gaussian process. It is used to make a focused M-H proposal when updating the lambda parameter.
l.double.prime(tau, alpha, lambda, D, a, b)
tau |
The vector of current random effects. |
alpha |
The current state of the precision of the Gaussian process |
lambda |
The current state of lambda |
D |
The distance matrix of the relevant entries in tau |
a |
The prior parameter for lambda |
b |
The second prior parameter for lambda |
This returns a scalar that is then used in the focused update. Its a pretty internal function.
Alex Lenkoski <alex@nr.no>
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