lmerBayes.hyperllike.sigma: This is the hyper-likelihood for updating the covariances. It...
In forestgeo/ctfs: Tools for the Analysis of Forest Dynamics
Description
This is the hyper-likelihood for updating the covariances. It is always based on mvtnorm::dmvnorm. The par is a matrix of parameters, one row per random effect,
one column the set of parameters. It allows the Gibbs sampler to work by passing a single scalar parameter as the first
argument.
Usage
1
2
lmerBayes.hyperllike.sigma(testcov, fullcov, hypermean, modelpar, whichrow,
whichcol)
forestgeo/ctfs documentation built on May 3, 2019, 6:44 p.m.
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Description
This is the hyper-likelihood for updating the covariances. It is always based on mvtnorm::dmvnorm. The par is a matrix of parameters, one row per random effect, one column the set of parameters. It allows the Gibbs sampler to work by passing a single scalar parameter as the first argument.
Usage
1 2 | lmerBayes.hyperllike.sigma(testcov, fullcov, hypermean, modelpar, whichrow,
whichcol)
|
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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