dlkj

rlkj

lkj_corr

lkj_corr_cholesky

dlkj_corr_cholesky

rlkj_corr_cholesky

Density and random generation for the LKJ distribution for the Cholesky factor of a correlation matrix.

A system for writing hierarchical statistical models largely
compatible with 'BUGS' and 'JAGS', writing nimbleFunctions to operate models
and do basic R-style math, and compiling both models and nimbleFunctions via
custom-generated C++. 'NIMBLE' includes default methods for MCMC, Laplace
Approximation, Monte Carlo Expectation Maximization, and some other tools.
The nimbleFunction system makes it easy to do things like implement new MCMC
samplers from R, customize the assignment of samplers to different parts of
a model from R, and compile the new samplers automatically via C++ alongside
the samplers 'NIMBLE' provides. 'NIMBLE' extends the 'BUGS'/'JAGS' language
by making it extensible: New distributions and functions can be added,
including as calls to external compiled code. Although most people think
of MCMC as the main goal of the 'BUGS'/'JAGS' language for writing models,
one can use 'NIMBLE' for writing arbitrary other kinds of model-generic
algorithms as well. A full User Manual is available at <https://r-nimble.org>.

Christopher Paciorek

nimble

MCMC, Particle Filtering, and Programmable Hierarchical Modeling

Perry de Valpine

Daniel Turek

Nick Michaud

Cliff Anderson-Bergman

Fritz Obermeyer

Claudia Wehrhahn Cortes

Abel Rodríguez

Duncan Temple Lang

Wei Zhang

Sally Paganin

Joshua Hug

Paul van Dam-Bates

Jagadish Babu

Lauren Ponisio

Peter Sujan

LKJ function

<dl><dt>x</dt>
<dd>upper-triangular Cholesky factor of a correlation matrix.</dd>
<dt>eta</dt>
<dd>shape parameter.</dd>
<dt>p</dt>
<dd>size of the correlation matrix (number of rows and columns); required because random generation function has no information about dimension of matrix to generate without this argument.</dd>
<dt>log</dt>
<dd>logical; if TRUE, probability density is returned on the log scale.</dd>
<dt>n</dt>
<dd>number of observations (only <code>n=1</code> is handled currently).</dd></dl>

Arguments

Author

The LKJ Distribution for the Cholesky Factor of a Correlation Matrix — LKJ

<dl>

<dt>x</dt>
<dd>upper-triangular Cholesky factor of a correlation matrix.</dd>


<dt>eta</dt>
<dd>shape parameter.</dd>


<dt>p</dt>
<dd>size of the correlation matrix (number of rows and columns); required because random generation function has no information about dimension of matrix to generate without this argument.</dd>


<dt>log</dt>
<dd>logical; if TRUE, probability density is returned on the log scale.</dd>


<dt>n</dt>
<dd>number of observations (only <code>n=1</code> is handled currently).</dd>

</dl>

The LKJ Distribution for the Cholesky Factor of a Correlation Matrix

LKJ: The LKJ Distribution for the Cholesky Factor of a Correlation Matrix

Description

Usage

Value

Arguments

Author

Details

References

See Also

Examples