pc.cor1 {INLA} | R Documentation

## Utility functions for the PC prior for correlation in AR(1)

### Description

Functions to evaluate, sample, compute quantiles and percentiles of the PC prior for the correlation in the Gaussian AR(1) model where the base-model is correlation one.

### Usage

    inla.pc.rcor1(n, u, alpha, lambda)

    inla.pc.dcor1(cor, u, alpha, lambda, log = FALSE)

    inla.pc.qcor1(p, u, alpha, lambda)

    inla.pc.pcor1(q, u, alpha, lambda)

### Arguments

`n` | Number of observations
`u` | The upper limit (see Details)
`alpha` | The probability going above the upper limit (see Details)
`lambda` | The rate parameter (see Details)
`cor` | Vector of correlations
`log` | Logical. Return the density in natural or log-scale.
`p` | Vector of probabilities
`q` | Vector of quantiles

### Details

The statement `Prob(cor > u) = alpha` is used to determine `lambda` unless `lambda` is given. Either `lambda` must be given, or `u` AND `alpha`.

### Value

`inla.pc.dcor1` gives the density, `inla.pc.pcor1` gives the distribution function, `inla.pc.qcor1` gives the quantile function, and `inla.pc.rcor1` generates random deviates.

### Author(s)

Havard Rue hrue@r-inla.org

### See Also

inla.doc("pc.rho1")

### Examples

     cor = inla.pc.rcor1(100,  lambda = 1)
     d = inla.pc.dcor1(cor, lambda = 1)
     cor = inla.pc.qcor1(c(0.3, 0.7), u = 0.5, alpha=0.75)
     inla.pc.pcor1(cor, u = 0.5, alpha=0.75)

[Package INLA version 25.06.07 Index]