logpr = new(logpr_gauss, om, terms)This is a standard model of coefficients which has them as drawn
independently
from
$$ \theta_i \sim N(0, \rho c_i)$$
where \(c_i\) is the variance supplied by om for the \(i\)th term.
The parameter vector is of length 1 where
\(\rho=\) exp(para[0]).
Arguments
- om
an
outermodinstance to be referred to- terms
a matrix of
terms, must have as many columns as dims inom
See also
base class: lpdf