vec_phi: Convert between hyperparameter list and vector...
In mlysy/losmix: Inference for Gaussian Location-Scale Mixed-Effects Models

Convert between hyperparameter list and vector representation.

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vec_phi(Phi)

ivec_phi(psi)

`Phi`	Hyperparameters as a list with elements `lambda`, `Omega`, `nu`, and `tau`.
`psi`	Hyperparameters as an unconstrained numeric vector, or a matrix where each row is one hyperparameter set (see Details).

The unconstrained hyperparameter representation is given by

1	psi <- c(lambda, log_chol(Omega), log(nu), log(tau))

where log_chol is the log-Cholesky decomposition.

For vec_phi, an unconstrained vector or matrix. For ivec_phi, a list with elements lambda, Omega, nu, and tau.

mlysy/losmix documentation built on Jan. 18, 2021, 5:56 a.m.

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