CARrampsOcl (version 0.1.4)

eigenCAR1: Function to compute eigenvalues and eigenvectors of CAR1 structure matrix. The structure matrix is of dimension nr by nc.

Description

Function to compute eigenvalues and eigenvectors of CAR1 structure matrix.

Usage

eigenCAR1( nr, nc )

Arguments

nr

integer; first dimension of structure matrix

nc

integer; second dimension of structure matrix

Value

values

eigenvalues

vectors

eigenvectors

References

Kunsch, H.R. (1994), "Robust priors for smoothing andimage restoriation," Annals of the Institute of Statistical Mathematics, 55, no. 1, 1-19.

Examples

## The function is currently defined as
function(nr,nc)
{

eigenrow <- eigenRW1(nr)
eigencol <- eigenRW1(nc)

list( values = kronecker( rep(1,nc), eigenrow$values) +
        kronecker(eigencol$values, rep(1,nr)) ,
      vectors = kronecker( eigencol$vectors, eigenrow$vectors) )

}