constrainCfStack: constrainCfStack

In twDEMC: parallel DEMC

Description

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

Usage

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

twDEMC documentation built on May 2, 2019, 5:38 p.m.