matern_pc_prior {SpatialGEV}R Documentation

Helper funcion to specify a Penalized Complexity (PC) prior on the Matern hyperparameters

Description

Helper funcion to specify a Penalized Complexity (PC) prior on the Matern hyperparameters

Usage

matern_pc_prior(rho_0, p_rho, sig_0, p_sig)

Arguments

rho_0

Hyperparameter for PC prior on the range parameter. Must be positive. See details.

p_rho

Hyperparameter for PC prior on the range parameter. Must be between 0 and 1. See details.

sig_0

Hyperparameter for PC prior on the range parameter. Must be positive. See details.

p_sig

Hyperparameter for PC prior on the range parameter. Must be between 0 and 1. See details.

Details

The joint prior on rho and sig achieves

P(rho < rho_0) = p_rho,

and

P(sig > sig_0) = p_sig,

where rho = sqrt(8*nu)/kappa and sig = sqrt(sigma).

Value

A list to provide to the matern_pc_prior argument of spatialGEV_fit.

References

Simpson, D., Rue, H., Riebler, A., Martins, T. G., & Sørbye, S. H. (2017). Penalising model component complexity: A principled, practical approach to construct priors. Statistical Science.

Examples


y <- simulatedData2$y
locs <- simulatedData2$locs
n_loc <- nrow(locs) 
fit <- spatialGEV_fit(y = y, locs = locs, random = "abs",
                      init_param = list(a = rep(0, n_loc),
                                        log_b = rep(0, n_loc), 
                                        s = rep(-2, n_loc),
                                        beta_a = 0,
                                        beta_b = 0,
                                        beta_s = -2,
                                        log_sigma_a = 0, 
                                        log_kappa_a = 0,
                                        log_sigma_b = 0, 
                                        log_kappa_b = 0,
                                        log_sigma_s = 0, 
                                        log_kappa_s = 0
                                        ),
                       reparam_s = "positive",
                       kernel = "matern",
                       beta_prior = list(beta_a=c(0,100), beta_b=c(0,10),
                                         beta_s=c(0,10)),
                       matern_pc_prior = list(
                                              matern_a=matern_pc_prior(1e5,0.95,5,0.1),
                                              matern_b=matern_pc_prior(1e5,0.95,3,0.1),
                                              matern_s=matern_pc_prior(1e2,0.95,1,0.1)
                                              ))


[Package SpatialGEV version 1.0.0 Index]