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

p	The order of the AR-model
pac	A vector of partial autocorrelation coefficients
n	Number of observations
lambda	The rate parameter in the prior
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

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