Generate a list to be used in specifying a time-varying parameter that has a latent Gaussian distribution and is updated via elliptical slice sampling.

Source: R/tpar.R

Generate a list to be used in specifying a time-varying parameter that has a latent Gaussian distribution and is updated via elliptical slice sampling.

tpar(tparam_name, draws2par, times, n_draws, values = NULL)

Arguments

tparam_name

name of the time--varying parameter

draws2par

function for mapping a vector of N(0,1) draws of length equal to the length of the times argument. The function should have the following signature: draws2par(parameters, draws). Here, draws is a vector of N(0,1) draws and parameters is a vector of non-timevarying parameters. The function should return a vector of time-varying parameter values.

times

vector of times when the time-varying parameter changes.

n_draws

number of N(0,1) random variates

values

vector of values of N(0,1) draws for the time-varying parameter, defaults to a vector of zeros. The values are computed by applying the draws2par function to the supplied vector.

Value

list to be used in specifying a time-varying parameter.

time-varying parameter is defined as a (possibly non-linear) function of a set of N(0,1) draws that are updated via elliptical slice sampling.