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trafficCAR (version 0.1.0)

intrinsic_car_precision: Intrinsic CAR (ICAR) precision matrix

Description

Constructs the intrinsic CAR precision matrix $$Q = \tau \, s (D - A),$$ where \(s\) is a scaling constant chosen so that the geometric mean of the marginal variances equals 1.

Usage

intrinsic_car_precision(
  A,
  tau = 1,
  scale = TRUE,
  symmetrize = FALSE,
  check = TRUE
)

Value

A symmetric sparse precision matrix (`"dsCMatrix"`).

Arguments

A

Square adjacency/weight matrix.

tau

Positive scalar precision multiplier.

scale

Logical; if `TRUE`, applies Besag scaling.

symmetrize

If `TRUE`, replaces `A` by `(A + t(A))/2`.

check

If `TRUE`, performs basic validation and warnings.

Details

The resulting precision matrix is singular with rank deficiency equal to the number of connected components.

References

Sørbye, S. H. and Rue, H. (2014). Scaling intrinsic Gaussian Markov random field priors.