mvn.hyper.check {msde} | R Documentation |
Argument checking for the default multivariate normal prior.
mvn.hyper.check(hyper, param.names, data.names)
hyper |
The normal prior's hyperparameters: |
param.names |
Vector of parameter names (see Details). |
data.names |
Vector of data names (see Details). |
This function is not meant to be called directly by the user, but rather to parse the hyper-parameters of a default multivariate normal prior distribution to be passed to the C++ code in sde.prior
and sde.post
. This default prior is multivariate normal on the elements of (theta, x0)
specified by each of names(mu)
, rownames(Sigma)
, and colnames(Sigma)
. The remaining components are given Lebesgue priors, or a full Lebesgue prior if hyper == NULL
. If the names of mu
and Sigma
are inconsistent an error is thrown.
A list with the following elements:
mean
The mean vector.
cholSd
The upper upper Cholesky factor of the variance matrix.
thetaId
The index of the corresponding variables in theta
.
xId
The index of the corresponding variables in x0
.