Gibbs.sample.coeff.gp {spectralGP} | R Documentation |
Samples new coefficients via Gibbs sampling in a spectral GP object
following the Gibbs sampling scheme of Wikle (2002), which involves an
extra variance component (sig2e
and a noisy version of the
process (z
).
Gibbs.sample.coeff.gp(object, z, sig2e, meanVal=0, sdVal=1, ...)
object |
A GP object, created by gp . |
z |
Vector of values for z , the noisy version of the process. |
sig2e |
Noise variance component that distorts z as a
version of the process. |
meanVal |
Optional mean value for z . |
sdVal |
Optional standard deviation value for z . |
... |
Other arguments. |
This function can be used in an MCMC context to take Gibbs samples
of the process coefficients, as part of the algorithm of Wikle
(2002). The function modifies the GP object, updating the coeff
and
process
components.
The function modifies the GP object, which is essentially a pointer (an R environment in this case), so NULL is returned.
Christopher Paciorek paciorek@alumni.cmu.edu
For details of the algorithm, see Wikle (2002) - reference info
available under help(spectralGP)
.
gp
,propose.coeff.gp
,updateprocess.gp