Hastings.coeff.gp: Calculates Hastings value of coefficients
Description
Calculates Hastings value of coefficients, the logdensity of the current
coefficients given proposal mean and variance based on a Gibbs sample
of the form in Gibbs.sample.coeff.gp.
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.
...
Other arguments.
Value
The function returns the logdensity.
Details
This function can be used in an MCMC context to calculate the Hastings correction
that may be necessary in taking a quasi-Gibbs sample of the process
coefficients, as part of one of the algorithms of Paciorek (2006).
The function calculates and returns the logdensity.