| pc.cor0 {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 zero correlation.
Usage
inla.pc.rcor0(n, u, alpha, lambda)
inla.pc.dcor0(cor, u, alpha, lambda, log = FALSE)
inla.pc.qcor0(p, u, alpha, lambda)
inla.pc.pcor0(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. The density is symmetric around zero.
Value
inla.pc.dcor0 gives the density, inla.pc.pcor0
gives the distribution function, inla.pc.qcor0 gives the quantile
function, and inla.pc.rcor0 generates random deviates.
Author(s)
Havard Rue hrue@r-inla.org
See Also
inla.doc("pc.rho0")
Examples
cor = inla.pc.rcor0(100, lambda = 1)
d = inla.pc.dcor0(cor, lambda = 1)
cor = inla.pc.qcor0(c(0.3, 0.7), u = 0.5, alpha=0.01)
inla.pc.pcor0(cor, u = 0.5, alpha=0.01)