get_posts_c: Gets posteriors of Bayesian methodology
In katzfuss-group/NPvecchia: Large Scale Covariance Estimation

get_posts_c

R Documentation

Gets posteriors of Bayesian methodology

This is the C++ version of get_posts. See there for further documentation.

get_posts_c(datum, priors, NNarray)

`datum`	an N * n matrix of the data (N replications of n locations/variables)
`priors`	a list of length 3 containing the priors for the shape of the IG prior, the scale of the IG prior, and the prior variances of the coefficients (i.e. the output from thetas_to_priors)
`NNarray`	an n * m2 matrix giving the m nearest neighbors previous in the ordering (or outputting NAs if not available [i.e. there are not m previous points]) that are ordered from closest to furthest away. It is OK to have m2 > m, as it will be reduced to match the size of the matrix g, but never have m2 < 2.