tpar | R Documentation |
Generate a list to be used in specifying a time-varying parameter that has a latent Gaussian distribution and is updated via elliptical slice sampling.
tpar(tparam_name, draws2par, times, n_draws, values = NULL)
tparam_name |
name of the time–varying parameter |
draws2par |
function for mapping a vector of N(0,1) draws of length
equal to the length of the |
times |
vector of times when the time-varying parameter changes. |
n_draws |
number of N(0,1) random variates |
values |
vector of values of N(0,1) draws for the time-varying
parameter, defaults to a vector of zeros. The values are computed by
applying the |
list to be used in specifying a time-varying parameter.
A time-varying parameter is defined as a (possibly non-linear) function of a set of N(0,1) draws that are updated via elliptical slice sampling.
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