| pc.ar {INLA} | R Documentation |
Utility functions for the PC prior for a an AR(p) model
Description
Functions to evaluate and sample from the PC prior for an AR(p) model
Usage
inla.pc.ar.rpacf(n = 1, p, lambda = 1)
inla.pc.ar.dpacf(pac, lambda = 1, log = TRUE)
Arguments
n |
Number of observations |
p |
The order of the AR-model |
lambda |
The rate parameter in the prior |
pac |
A vector of partial autocorrelation coefficients |
log |
Logical. Return the density in natural or log-scale. |
Value
inla.pc.ar.rpac generate samples from the prior, returning
a matrix where each row is a sample of theta. inla.pc.ar.dpac
evaluates the density of pac. Use inla.ar.pacf2phi,
inla.ar.phi2pacf, inla.ar.pacf2acf and inla.ar.acf2pacf
to convert between various parameterisations.
Author(s)
Havard Rue hrue@r-inla.org
[Package INLA version 25.10.19 Index]