postDensity: Posterior Density of Lambda

In nclJoshCowley/PSplinesR: P-Splines in R

Description

Uses the equation given in "Efficient and automatic methods for flexible regression on spatiotemporal data, with applications to groundwater monitoring" by Evers et al. (2015).

Usage

postDensity(lambda, B, D, a, b, y, PriorDens)

Arguments

lambda	Parameter of focus.
B	Design matrix obtained via natural cubic spline.
D	Difference matrix used in penalty term approximation.
a, b	Prior information related to normal-inverse gamma distribution.
y	Vector of observations.
PriorDens	Prior density of penalisation parameter.

Value

Evaluation of posterior density function given in Evers et al.

nclJoshCowley/PSplinesR documentation built on Nov. 19, 2019, 10:29 a.m.