Open Access
Table A.1.
Covariance matrix for the Bayesian robust regression of the warp model.
| r0 | z0 | z1 | z2 | Θ1 | Θ2 | σ | ν | |
|---|---|---|---|---|---|---|---|---|
| r0 | 0.0983427 | -0.000584572 | 0.000173638 | 4.72231e-07 | 0.00244786 | -0.00333678 | -7.20902e-05 | -0.00166704 |
| z0 | -0.000584572 | 2.41349e-05 | -8.84631e-07 | 1.83132e-07 | -8.14438e-05 | 3.50388e-05 | 1.55684e-06 | 5.25924e-05 |
| z1 | 0.000173638 | -8.84631e-07 | 4.20396e-07 | 3.95521e-08 | 7.20249e-06 | 1.64115e-05 | -1.53575e-07 | -5.55467e-06 |
| z2 | 4.72231e-07 | 1.83132e-07 | 3.95521e-08 | 7.70687e-08 | -4.86087e-06 | 8.99776e-08 | 3.91017e-08 | 1.83853e-06 |
| Θ1 | 0.00244786 | -8.14438e-05 | 7.20249e-06 | -4.86087e-06 | 0.00112674 | 0.00154508 | -7.66386e-06 | -0.000389352 |
| Θ2 | -0.00333678 | 3.50388e-05 | 1.64115e-05 | 8.99776e-08 | 0.00154508 | 0.00955416 | -9.70985e-07 | -0.000574705 |
| σ | -7.20902e-05 | 1.55684e-06 | -1.53575e-07 | 3.91017e-08 | -7.66386e-06 | -9.70985e-07 | 1.09651e-05 | 0.000380751 |
| ν | -0.00166704 | 5.25924e-05 | -5.55467e-06 | 1.83853e-06 | -0.000389352 | -0.000574705 | 0.000380751 | 0.0283286 |
Notes. r0, z0, z1, z2, Θ1, Θ2 are the structural parameters of the warp model, σ its standard deviation and ν its normality parameter.
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