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lgcp (version 1.3-3)

GPdrv2_Multitype: GPdrv2_Multitype function

Description

A function to compute the second derivatives of the log target for the multivariate model with respect to the paramters of the latent field. Not intended for general use.

Usage

GPdrv2_Multitype(GPlist, priorlist, Zlist, Ztlist, etalist, betalist, nis,
  cellarea, spatial, gradtrunc, fftgrid, covfunction, d, eps = 1e-06, k)

Arguments

GPlist
a list of objects of class GPrealisation
priorlist
list of priors for the model
Zlist
list of design matirices on the FFT grid
Ztlist
list of transpose design matrices
etalist
list of parameters, eta, for each realisation
betalist
clist of parameters, beta, for each realisation
nis
cell counts of each type the extended grid
cellarea
the cell area
spatial
list of poisson offsets for each type
gradtrunc
gradient truncation parameter
fftgrid
an object of class FFTgrid
covfunction
list giving the choice of covariance function for each type, see ?CovFunction
d
matrix of toral distances
eps
the finite difference step size
k
index of type for which to compute the gradient and hessian

Value

  • first and second derivatives of the log target for tyupe k at the specified paramters Y, eta and beta