constrainCfStack

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Description

Subsetting a sequence of parameter vectors. Keeps only the the cases in pss1 that are inside a confidence ellipsis around thetaPrior.

Usage

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constrainCfStack(pss1, thetaPrior, alpha = 0.95, vars = names(thetaPrior), 
    invCovarTheta = if (0 < length(thetaPrior)) solve(cov(pss1[, 
        vars, drop = FALSE])) else numeric(0))

Arguments

pss1

numeric matrix: the stack to constrain, see details

thetaPrior

the point in parameter spcae for which to select the closest values

alpha

the conficence range of the ellipsis

vars

names or indices to constrain thetaPrior and invCovarTheta

invCovarTheta

the inverse of the covaraince matrix for thetaPrior, defaults to inverse of sample covariance

Value

pss1[ withinConfidenceInterval, ]

Author(s)

Thomas Wutzler

See Also

initZtwDEMCNormal constrainNStack

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