Diagonal heterogeneous covariance structure
dsm.RdDiagonal heterogeneous covariance structure. The returned dimensionless covariance shape is intended for use inside vsm, which supplies the single overall variance scale.
Arguments
- x
Variable or design defining the covariance levels.
- values
Optional positive starting variances, one per level.
- fixed
Logical vector of length q-1 indicating which variance-ratio parameters are fixed.
- theta
Optional q by q diagonal starting covariance matrix; if supplied, its diagonal replaces values.
Details
For \(q\) levels, dsm uses the first variance as the internal scale reference and estimates \(q-1\) positive variance ratios, $$K=\mathrm{diag}(1,r_2,\ldots,r_q).$$ The ratios are optimized on log scales and reported on their natural positive scale.