loglk_censor_MVN {VeccTMVN}

Compute censored multivariate normal (MVN) log-probabilities that have spatial covariance matrices using Vecchia approximation

Description

Compute censored multivariate normal (MVN) log-probabilities that have spatial covariance matrices using Vecchia approximation

Usage

loglk_censor_MVN(
  locs,
  indCensor,
  y,
  bCensor,
  covName = NULL,
  covParms = NULL,
  m = 30,
  NLevel1 = 10,
  NLevel2 = 1000,
  verbose = TRUE
)

Arguments

locs

location (feature) matrix n X d

indCensor

indices of locations that have only censored observations

y

observed (not censored) values, of length n

bCensor

upper bound, above which observations are not censored, can be different for different locations, of length 1 or n

covName

covariance function name from the 'GpGp' package

covParms

parameters for 'covName'

m

Vecchia conditioning set size

NLevel1

first level Monte Carlo sample size

NLevel2

second level Monte Carlo sample size

verbose

verbose level

Value

estimated MVN probability and estimation error