.compute_log_jacobian

Internal function to compute the Jacobian of the transformation

internal

Implements methods for Bayesian analysis of State Space Models.
Includes implementations of the Particle Marginal Metropolis-Hastings
algorithm described in Andrieu et al. (2010)
<doi:10.1111/j.1467-9868.2009.00736.x> and automatic tuning inspired by
Pitt et al. (2012) <doi:10.1016/j.jeconom.2012.06.004> and J. Dahlin and
T. B. Schön (2019) <doi:10.18637/jss.v088.c02>.

Bjarke Hautop

bayesSSM

Bayesian Methods for State Space Models

.compute_log_jacobian function

<dl><dt>theta</dt>
<dd>parameter vector (on original scale)</dd>
<dt>transform</dt>
<dd>transformation type for each parameter</dd></dl>

Arguments

Internal function to compute the Jacobian of the transformation — .compute_log_jacobian

<dl>

<dt>theta</dt>
<dd>parameter vector (on original scale)</dd>


<dt>transform</dt>
<dd>transformation type for each parameter</dd>

</dl>

.compute_log_jacobian: Internal function to compute the Jacobian of the transformation

Description

Usage

Value

Arguments