ngme noise specification

Source: R/noise.R

Function for specifying ngme noise. Please use noise_nig and noise_normal for simpler usage. Use ngme_noise_types() to check all the available types.

ngme_noise(
  noise_type,
  mu = 0,
  sigma = 1,
  nu = 1,
  B_mu = NULL,
  theta_mu = NULL,
  B_sigma = NULL,
  theta_sigma = NULL,
  B_nu = NULL,
  theta_nu = NULL,
  theta_sigma_normal = NULL,
  B_sigma_normal = NULL,
  fix_theta_mu = FALSE,
  fix_theta_sigma = FALSE,
  fix_rho = FALSE,
  fix_theta_sigma_normal = FALSE,
  fix_theta_nu = FALSE,
  V = NULL,
  fix_V = FALSE,
  single_V = FALSE,
  share_V = FALSE,
  corr_measurement = FALSE,
  index_corr = NULL,
  map_corr = NULL,
  nu_lower_bound = 0.01,
  rho = double(0),
  prior_mu = ngme_prior("normal", param = c(0, 0.01)),
  prior_sigma = ngme_prior("normal", param = c(0, 0.01)),
  prior_nu = ngme_prior("normal", param = c(0, 0.01)),
  ...
)

noise_normal(
  sigma = NULL,
  theta_sigma = NULL,
  B_sigma = matrix(1),
  corr_measurement = FALSE,
  index_corr = NULL,
  ...
)

noise_nig(
  mu = NULL,
  sigma = NULL,
  nu = NULL,
  V = NULL,
  theta_mu = NULL,
  theta_sigma = NULL,
  theta_nu = NULL,
  nu_lower_bound = 0.01,
  B_mu = matrix(1),
  B_sigma = matrix(1),
  B_nu = matrix(1),
  corr_measurement = FALSE,
  index_corr = NULL,
  ...
)

noise_gal(
  mu = NULL,
  sigma = NULL,
  nu = NULL,
  V = NULL,
  theta_mu = NULL,
  theta_sigma = NULL,
  theta_nu = NULL,
  nu_lower_bound = 0.01,
  B_mu = matrix(1),
  B_sigma = matrix(1),
  B_nu = matrix(1),
  corr_measurement = FALSE,
  index_corr = NULL,
  ...
)

noise_normal_nig(
  sigma_normal = NULL,
  mu = NULL,
  sigma_nig = NULL,
  nu = NULL,
  V = NULL,
  theta_mu = NULL,
  theta_sigma_nig = NULL,
  theta_sigma_normal = NULL,
  theta_nu = NULL,
  B_mu = matrix(1),
  B_sigma_nig = matrix(1),
  B_sigma_normal = matrix(1),
  B_nu = matrix(1),
  corr_measurement = FALSE,
  index_corr = NULL,
  ...
)

Arguments

noise_type

type of noise, "nig", "normal"

mu

specify the NIG noise parameter mu, see ?nig

sigma

specify the noise parameter sigma, see ?nig

B_mu

Basis matrix for mu (if non-stationary)

theta_mu

specify a non-stationary noise using theta_mu

B_sigma

Basis matrix for sigma (if non-stationary)

theta_sigma

specify a non-stationary noise using theta_sigma

B_nu

Basis matrix for nu (if non-stationary)

theta_nu

specify a non-stationary noise using theta_nu

theta_sigma_normal

for normal nosie with nig noise sharing same parameter

B_sigma_normal

for normal nosie with nig noise sharing same parameter

fix_theta_mu

fix the parameter of theta_mu

fix_theta_sigma

fix the parameter of theta_sigma

fix_rho

fix the parameter of rho

fix_theta_sigma_normal

fix the parameter of sigma_normal, used in noise_normal_nig()

fix_theta_nu

fix the parameter of nu

V

start value for V

fix_V

fix the sampling of V

single_V

TRUE if V is a single number

share_V

used only for bivariate model

corr_measurement

TRUE if we use correlated measurement noise

index_corr

used when corr_measurement=TRUE, indicate which observation has correlation

map_corr

1d, 2d, or formula, used when corr_measurement=TRUE, specify use which covariate to infer the index_corr.

nu_lower_bound

specify the lower bound of parameter nu

rho

used when corr_measurement=TRUE, starting point for correlation

prior_mu

prior distribution for parameter of mu

prior_sigma

prior distribution for parameter of sigma

prior_nu

prior distribution for parameter of nu

...

additional arguments

sigma_normal

for normal nosie with nig noise sharing same parameter

sigma_nig

similar to sigma_normal

theta_sigma_nig

similar to theta_sigma_normal

B_sigma_nig

similar to B_sigma_nig

Value

a list of specification of noise

Details

The parameterization is given in ?nig and ?gal. Moreover, for specifying non-stationary mu and sigma, nu $$\mu = B_{\mu} \theta_{\mu},$$ and $$\sigma = \exp (B_{\sigma} \theta_{\sigma}),$$ $$\nu = \exp (B_{\nu} \theta_{\nu}).$$

Examples

noise_normal(sigma = 2)
#> Noise type: NORMAL
#> Noise parameters: 
#>     sigma = 2
noise_nig(mu = 1, sigma = 2, nu = 1)
#> Noise type: NIG
#> Noise parameters: 
#>     mu = 1
#>     sigma = 2
#>     nu = 1
noise_gal(mu = 1, sigma = 2, nu = 1)
#> Noise type: GAL
#> Noise parameters: 
#>     mu = 1
#>     sigma = 2
#>     nu = 1