How can we specify the structure of covariance matrix in INLA?

[joey ha]

Hi all,

I found a paper (https://arxiv.org/abs/1908.06437?utm_source=researcher_app&utm_medium=referral&utm_campaign=RESR_MRKT_Researcher_inbound) which use INLA to do inference on the NNGP models. However, I don't see any instruction about customizing the covariance matrix online. Does anyone have any information about this? I'd appreciate if anyone can help!

[Helpdesk]

On Sun, 2021-04-11 at 14:31 -0700, joey ha wrote:
> https://arxiv.org/abs/1908.06437?

that is done using 'rgeneric', check out the vignette. its important
that the precision matrix is sparse to get the required speed though.

--
Håvard Rue
he...@r-inla.org

[joey ha]

Thanks for your help!