Vecc_reorder {VeccTMVN}R Documentation

Univariate ordering under Vecchia approximation

Description

Univariate ordering under Vecchia approximation

Usage

Vecc_reorder(
  a,
  b,
  m,
  locs = NULL,
  covName = NULL,
  covParms = NULL,
  covMat = NULL
)

Arguments

a

lower bound vector for TMVN

b

upper bound vector for TMVN

m

Vecchia conditioning set size

locs

location (feature) matrix n X d

covName

covariance function name from the 'GpGp' package

covParms

parameters for 'covName'

covMat

dense covariance matrix, not needed when 'locs' is not null

Value

new order, nearest neighbor matrix, and coefficient matrix

Examples

library(lhs)
library(GpGp)
library(VeccTMVN)
set.seed(123)
n <- 100
m <- 5
locs <- lhs::geneticLHS(n, 2)
covparms <- c(1, 0.1, 0)
cov_name <- "matern15_isotropic"
cov_mat <- get(cov_name)(covparms, locs)
a <- rep(-Inf, n)
b <- runif(n)
odr_TN <- TruncatedNormal::cholperm(cov_mat, a, b)$perm
rslt <- Vecc_reorder(a, b, m,
  locs = locs, covName = cov_name,
  covParms = covparms
)
# compare order
cat(rslt$order)
cat(odr_TN)

[Package VeccTMVN version 1.2.1 Index]