fun_to_max_vecchia.st: Inverse-Gamma DLM MCMC Simulation

In majohnso/ggcarAQ: Dynamic Linear Models for Phenological Event Estimation

Description

MCMC simulation of the reduced Fourier-form Bayesian DLM with conjugate Inverse-Gamma priors.

Usage

fun_to_max_vecchia.st(logparms, var, y, idx, locstime, h, m, ncore)

Arguments

dat	vector of length T containing a time series of VI data

Details

blah blah blah

Value

List containing MCMC samples of σ_e^2, σ_w^2, and θ_{1:T} (if save.theta = TRUE)

sigma2s:

mc x 2 matrix containing MCMC samples of σ_e^2 (first column) and σ_w^2 (second column)

thetas:

if save_value = TRUE, a T x p x mc array containing MCMC samples of the latent states

majohnso/ggcarAQ documentation built on Aug. 2, 2019, 8:04 a.m.