mvn.hyper.check {msde} | R Documentation |
Argument checking for the default multivariate normal prior.
Description
Argument checking for the default multivariate normal prior.
Usage
mvn.hyper.check(hyper, param.names, data.names)
Arguments
hyper |
The normal prior's hyperparameters: |
param.names |
Vector of parameter names (see Details). |
data.names |
Vector of data names (see Details). |
Details
This function is not meant to be called directly by the user, but rather to parse the hyper-parameters of a default multivariate normal prior distribution to be passed to the C++ code in sde.prior()
and sde.post()
. This default prior is multivariate normal on the elements of (theta, x0)
specified by each of names(mu)
, rownames(Sigma)
, and colnames(Sigma)
. The remaining components are given Lebesgue priors, or a full Lebesgue prior if hyper == NULL
. If the names of mu
and Sigma
are inconsistent an error is thrown.
Value
A list with the following elements:
mean
The mean vector.
cholSd
The upper upper Cholesky factor of the variance matrix.
thetaId
The index of the corresponding variables in
theta
.xId
The index of the corresponding variables in
x0
.