get_mvn_params

This function takes the provided [rbi::libbi()] which has been
run and returns the square root of the covariance matrix, which
can be used for proposal distributions

internal

Contains a collection of helper functions to use with 'rbi', the R
interface to 'LibBi', described in
Murray et al. (2015) <doi:10.18637/jss.v067.i10>. It contains functions to
adapt the proposal distribution and number of particles in
particle Markov-Chain Monte Carlo, as well as calculating the
Deviance Information Criterion (DIC) and converting between times in 'LibBi'
results and R time/dates.

Sebastian Funk

rbi.helpers

'rbi' Helper Functions

get_mvn_params function

<dl><dt>x</dt>
<dd>a [rbi::libbi()] which has been run</dd>
<dt>scale</dt>
<dd>a factor by which to scale all elements of the covariance matrix</dd>
<dt>correlations</dt>
<dd>logical; if TRUE, correlations are taken into account
when constructing the parameters</dd>
<dt>fix</dt>
<dd>if this is set, all elements of the covariance matrix will be set
to it</dd></dl>

Arguments

Construct a covariance matrix — get_mvn_params

<dl>

<dt>x</dt>
<dd>a [rbi::libbi()] which has been run</dd>


<dt>scale</dt>
<dd>a factor by which to scale all elements of the covariance matrix</dd>


<dt>correlations</dt>
<dd>logical; if TRUE, correlations are taken into account
when constructing the parameters</dd>


<dt>fix</dt>
<dd>if this is set, all elements of the covariance matrix will be set
to it</dd>

</dl>

get_mvn_params: Construct a covariance matrix

Description

Usage

Value

Arguments