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How to implement constraints for any improprer GMRF in INLA, but specifically for the Type II - Type IV Knorr-Held spatio-temporal random effects

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Constraints in INLA

How to correctly specify constraints for Knorr-Held Type II - IV Gaussian Markov Random Fields in INLA (but also any GMRF with a singular precision matrix, generally speaking).

Reposity Contents

  • example.R: All the code you will need to walk through a simple example for Ohio. Will give you examples for Type II - IV random effects as well as literally any precision matrix using nice linear algebra facts.
  • ohioadj.asc: The graph file you'll need to run the example code.

Details are in commented sections of example.R!

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How to implement constraints for any improprer GMRF in INLA, but specifically for the Type II - Type IV Knorr-Held spatio-temporal random effects

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