Skip to contents

New random walk 1 and 2 models for m-year to period random effects

Source: R/INLA-internals.R
rw.new.Rd

New random walk 1 and 2 models for m-year to period random effects

Usage

rw.new(
  cmd = c("graph", "Q", "mu", "initial", "log.norm.const", "log.prior", "quit"),
  theta = NULL
)

Arguments

cmd

list of model components

theta

log precision