| calc.variances.gp {spectralGP} | R Documentation |
Calculates prior variances of coefficients in a spectral GP object
Description
Calculates the prior variances of the spectral coefficients in a GP
object. The variances are based on the spectral density function
chosen in gp and the
correlation function parameters supplied.
Usage
## S3 method for class 'gp'
calc.variances(object,...)
Arguments
object |
A GP object, created by |
... |
Other arguments. |
Details
This function is an internal function not meant to be called by the user.
The prior variances for each coefficient are calculated based on the
frequency of the corresponding basis function, the spectral density
function, the parameters of the spectral density/correlation
function, and the (optional) coefficient variance parameter.
The function creates variances, a matrix of
variances corresponding to coeff, the matrix of coefficients.
Value
The function modifies the GP object, which is essentially a pointer (an R environment in this case), so NULL is returned.
Author(s)
Christopher Paciorek paciorek@alumni.cmu.edu
References
Type 'citation("spectralGP")' for references.
See Also
gp, propose.coeff.gp, simulate.gp, logdensity.gp, change.param.gp