R/makeQ.R

In volkerschmid/bayeskurs: Bayes-Kurs

#' Make precision matrix
#'
#' @param n dimension of Q
#' @param type "rw1" or "I" or "rw1+I" or "rw2"
#'
#' @return A sparse Matrix
#' @export
#' @import Matrix
#'
makeQ<-function(n, type, params=NULL)
{
  if (type=="rw1")
  {
    Q<-Matrix::sparseMatrix(i = c(1:n, 2:n), j=c(1:n, 1:(n-1)),
                            x = c(1,rep(2,n-2),1,rep(-1,n-1)), symmetric = TRUE)
  }
  if (type=="rw2")
  {
    Q<-Matrix::sparseMatrix(i = c(1:n, 2:n, 3:n), j=c(1:n, 1:(n-1),1:(n-2)),
                            x = c(1,5,rep(6,n-4),5,1,-2,rep(-4,n-3),-2,rep(1,n-2)), symmetric = TRUE)
  }
  if (type=="I")
  {
    Q<-Matrix::sparseMatrix(i = c(1:n), j=c(1:n), x = rep(1,n), symmetric = TRUE)
  }
  if (type=="rw1+I")
  {
    Q<-Matrix::sparseMatrix(i = c(1:n, 2:n), j=c(1:n, 1:(n-1)),
                            x = c(1+params[1],rep(2+params[1],n-2),1+params[1],rep(-1,n-1)), symmetric = TRUE)
  }
  return(Q)
}