samp_posts_c: Creates posterior mean sparse matrix from posteriors

In katzfuss-group/NPvecchia: Large Scale Covariance Estimation

Creates posterior mean sparse matrix from posteriors

Description

This is the C++ version of samp_posts. See there for further documentation. Currently, this does not have the added Bayesian and uhat functionality of samp_posts.

Usage

samp_posts_c(posts, NNarray)

Arguments

posts	a List of the posteriors from get_posts (or get_posts_c); alternatively it can be custom values as long as the sizes match the output from get_posts.
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 large, as it will be reduced to match the size of the posterior means (i.e. number of columns in the third element of the posteriors), but never have m2 < 2.

katzfuss-group/NPvecchia documentation built on April 15, 2022, 2:23 a.m.