SPD_getVARproperties

This function computes the properties of VAR parameters (prior means, sds and correlation)
given the prior for period 1 and the prior for incremental changes.

An interface to the 'BaM' (Bayesian Modeling) engine,
a 'Fortran'-based executable aimed at estimating a model
with a Bayesian approach and using it for prediction,
with a particular focus on uncertainty quantification.
Classes are defined for the various building blocks of
'BaM' inference (model, data, error models, Markov Chain Monte Carlo (MCMC) samplers, predictions).
The typical usage is as follows:
(1) specify the model to be estimated;
(2) specify the inference setting (dataset, parameters, error models...);
(3) perform Bayesian-MCMC inference;
(4) read, analyse and use MCMC samples;
(5) perform prediction experiments.
Technical details are available (in French) in
Renard (2017) <https://hal.science/hal-02606929v1>.
Examples of applications include
Mansanarez et al. (2019) <doi:10.1029/2018WR023389>,
Le Coz et al. (2021) <doi:10.1002/hyp.14169>,
Perret et al. (2021) <doi:10.1029/2020WR027745>,
Darienzo et al. (2021) <doi:10.1029/2020WR028607> and
Perret et al. (2023) <doi:10.1061/JHEND8.HYENG-13101>.

Benjamin Renard

RBaM

Bayesian Modeling: Estimate a Computer Model and Make Uncertain
Predictions

INRAE 

Ministère de la Transition Ecologique - SCHAPI 

SPD_getVARproperties function

<dl><dt>p1Par</dt>
<dd>numeric vector of length 2, parameters of the prior for period 1.</dd>
<dt>deltaPar</dt>
<dd>numeric vector of length 2, parameters of the prior for incremental changes.</dd>
<dt>nPeriod</dt>
<dd>integer, number of periods.</dd></dl>

Arguments

Properties of VAR parameters — SPD_getVARproperties

<dl>

<dt>p1Par</dt>
<dd>numeric vector of length 2, parameters of the prior for period 1.</dd>


<dt>deltaPar</dt>
<dd>numeric vector of length 2, parameters of the prior for incremental changes.</dd>


<dt>nPeriod</dt>
<dd>integer, number of periods.</dd>

</dl>

SPD_getVARproperties: Properties of VAR parameters

Description

Usage

Value

Arguments

Examples