lgcp (version 1.8)

GPdrv2_Multitype: GPdrv2_Multitype function

Description

A function to compute the second derivatives of the log target for the multivariate model with respect to the paramters of the latent field. Not intended for general use.

Usage

GPdrv2_Multitype(
  GPlist,
  priorlist,
  Zlist,
  Ztlist,
  etalist,
  betalist,
  nis,
  cellarea,
  spatial,
  gradtrunc,
  fftgrid,
  covfunction,
  d,
  eps = 1e-06,
  k
)

Arguments

GPlist

a list of objects of class GPrealisation

priorlist

list of priors for the model

Zlist

list of design matirices on the FFT grid

Ztlist

list of transpose design matrices

etalist

list of parameters, eta, for each realisation

betalist

clist of parameters, beta, for each realisation

nis

cell counts of each type the extended grid

cellarea

the cell area

spatial

list of poisson offsets for each type

gradtrunc

gradient truncation parameter

fftgrid

an object of class FFTgrid

covfunction

list giving the choice of covariance function for each type, see ?CovFunction

d

matrix of toral distances

eps

the finite difference step size

k

index of type for which to compute the gradient and hessian

Value

first and second derivatives of the log target for tyupe k at the specified paramters Y, eta and beta