Gibbs.sample.coeff.gp: Samples new coeffients via Gibbs sampling in a spectral GP object.
Description
Samples new coefficients via Gibbs sampling in a spectral GP object
following the Gibbs sampling scheme of Wikle (2002), which involves an
extra variance component (sig2e and a noisy version of the
process (z).
Usage
"Gibbs.sample.coeff"(object, z, sig2e, meanVal=0,
sdVal=1,returnHastings=FALSE, ...)
Arguments
object
A GP object, created by gp.
z
Vector of values for z, the noisy version of the process.
sig2e
Noise variance component that distorts z as a
version of the process.
meanVal
Optional mean value for z.
sdVal
Optional standard deviation value for z.
returnHastings
Optional argument telling whether to return the
logdensity of the proposal for use in a Metropolis-Hastings correction
calculation.
Value
The function modifies the GP object, which is essentially a pointer
(an R environment in this case), so NULL is returned, unless returnHastings=TRUE.
Details
This function can be used in an MCMC context to take Gibbs samples
of the process coefficients, as part of the algorithm of Wikle
(2002). The function modifies the GP object, updating the coeff and
process components.References
Type 'citation("spectralGP")' for references.