Spacetime interaction models sampler function

It implements the sampling method for the models in Knorr-Held, L. (2000) considering the algorithm 3.1 in Rue & Held (2005) book.

inla.knmodels.sample(
  graph,
  m,
  type=4,
  intercept=0, 
  tau.t=1,
  phi.t=0.7,
  tau.s=1,
  phi.s=0.7,
  tau.st=1,
  ev.t=NULL,
  ev.s=NULL)

Arguments

graph

m

Time dimention.

type

Integer from 1 to 4 to identify one of the four interaction type.

intercept

A constant to be added to the linear predictor

tau.t

Precision parameter for the main temporal effect.

phi.t

Mixing parameter in the bym2 model assumed for the main temporal effect.

tau.s

Precision parameter for the main spatial effect.

phi.s

Mixing parameter in the bym2 model assumed for the main spatial effect.

tau.st

Precision parameter for the spacetime effect.

ev.t

Eigenvalues and eigenvectors of the temporal precision matrix structure.

ev.s

Eigenvalues and eigenvectors of the spatial precision matrix structure.

Value

A list with the following elements

time

The time index for each obervation, with length equals m*n.

space

The spatial index for each obervation, with length equals m*n.

spacetime

The spacetime index for each obervation, with length equals m*n.

x

A list with the following elements

t.iid

The unstructured main temporal effect part.

t.str

The structured main temporal effect part.

t

The main temporal effect with length equals 2m.

s.iid

The unstructured main spatial effect part.

s.str

The structured main spatial effect part.

s

The main spatial effect with length equals 2n.

st

The spacetime interaction effect with length equals m*n.

eta

The linear predictor with length equals n*m.

Author

Elias T. Krainski

See also

inla.knmodels for model fitting