pc.cor0 {INLA} | R Documentation |
Functions to evaluate, sample, compute quantiles and percentiles of the PC prior for the correlation in the Gaussian AR(1) model where the base-model is zero correlation.
inla.pc.rcor0(n, u, alpha, lambda) inla.pc.dcor0(cor, u, alpha, lambda, log = FALSE) inla.pc.qcor0(p, u, alpha, lambda) inla.pc.pcor0(q, u, alpha, lambda)
n |
Number of observations |
u |
The upper limit (see Details) |
alpha |
The probability going above the upper limit (see Details) |
lambda |
The rate parameter (see Details) |
cor |
Vector of correlations |
log |
Logical. Return the density in natural or log-scale. |
p |
Vector of probabilities |
q |
Vector of quantiles |
The statement Prob(|cor| > u) = alpha
is used to
determine lambda
unless lambda
is given.
Either lambda
must be given, or
u
AND alpha
. The density is symmetric around zero.
inla.pc.dcor0
gives the density,
inla.pc.pcor0
gives the distribution function,
inla.pc.qcor0
gives the quantile function, and
inla.pc.rcor0
generates random deviates.
Havard Rue hrue@r-inla.org
inla.doc("pc.rho0")
cor = inla.pc.rcor0(100, lambda = 1) d = inla.pc.dcor0(cor, lambda = 1) cor = inla.pc.qcor0(c(0.3, 0.7), u = 0.5, alpha=0.01) inla.pc.pcor0(cor, u = 0.5, alpha=0.01)