j.double.prime: The second derivative of a spatial GEV with respect to a random
effect in the shape parameter
Description
This internal function helps with the MCMC update of a RE
on the shape parameterUsage
j.double.prime(tau, tau.hat, varsigma, kappa, xi.hat, eps)
Arguments
tau
Current value of the RE
tau.hat
Conditional mean given the GP
varsigma
Conditional variance given the GP
kappa
Current precision for this site
xi.hat
Linear part of the shape parameter
eps
The residuals between the observation and the location parameter at
this site
Value
A scalar giving the second derivative