pc.ar {INLA} | R Documentation |
Functions to evaluate and sample from the PC prior for an AR(p) model
inla.pc.ar.rpacf(n=1, p, lambda = 1) inla.pc.ar.dpacf(pac, lambda = 1, log = TRUE)
p |
The order of the AR-model |
pac |
A vector of partial autocorrelation coefficients |
n |
Number of observations |
lambda |
The rate parameter in the prior |
log |
Logical. Return the density in natural or log-scale. |
inla.pc.ar.rpac
generate samples from the prior, returning a matrix
where each row is a sample of theta
.
inla.pc.ar.dpac
evaluates the density of pac
.
Use inla.ar.pacf2phi
, inla.ar.phi2pacf
,
inla.ar.pacf2acf
and inla.ar.acf2pacf
to convert between various
parameterisations.
Havard Rue hrue@r-inla.org