ShaSTPrior-class {EcoEnsemble}R Documentation

A class to hold the priors for the ensemble model.

Description

An ShaSTPrior object encapsulates the prior information for the short-term discrepancies of the shared discrepancy of the ensemble model.

Details

Shared short-term discrepancies \mathbf{\eta}^{(t)} are modelled as an AR(1) process so that

\mathbf{\eta}^{(t+1)} \sim N(R_\eta \mathbf{\eta}, \Lambda_\eta).

Accepted parametrisation forms for this discrepancy are lkj, beta, or inv_wishart. See details of the EnsemblePrior() constructor for more details.

Slots

AR_param

The parameters giving the beta parameters for the main parameter of the AR(1) process.

parametrisation_form

The parametrisation by which the covariance matrix of the noise of the AR process is decomposed.

var_params

The parameters characterising the variance of the AR process on the shared short-term discrepancy.

cor_params

The parameters characterising the correlations of the AR process on the shared short-term discrepancy.


[Package EcoEnsemble version 1.1.2 Index]