priorVar: Specify the prior covariance matrix for the model.
In gamalamboy/stresstest: Implement the ETI Stress Testing Simulation
Description
Usage
Arguments
Value
Description
This function specifies the prior covariance matrix, based upon the values
received in the parameter value. If said parameter is NULL, then
a dataentry interface is used to obtain the covariance prior. The
matrix is assumed diagonal when specifying value.
Usage
1
Arguments
ztprop1
a Ztprops object containing the model structure.
value
a vector of values for the diagonal of the covariance matrix.
Value
a matrix with additional class PriorVar.
gamalamboy/stresstest documentation built on May 17, 2019, 1:33 p.m.
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Description Usage Arguments Value
Description
This function specifies the prior covariance matrix, based upon the values
received in the parameter value. If said parameter is NULL, then
a dataentry interface is used to obtain the covariance prior. The
matrix is assumed diagonal when specifying value.
Usage
1 |
Arguments
ztprop1 |
a |
value |
a vector of values for the diagonal of the covariance matrix. |
Value
a matrix with additional class PriorVar.
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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