r"""
This module combines prior parameters into a single block.
"""
import jax
import jax.scipy.linalg as jsl
[docs]
def indep_init(prior_pars):
"""
Combine blocks of prior parameters into dense matrices.
Args:
prior_pars (tuple): A tuple containing the weight matrix and the variance matrix defining the solution prior; :math:`Q, R`.
Returns:
(tuple):
- **prior_weight** (ndarray(1, n_block * p, n_block * p)): Transition matrix defining the solution prior; :math:`Q`.
- **prior_var** (ndarray(1, n_block * p, n_block * p)): Variance matrix defining the solution prior; :math:`R`.
"""
prior_weight, prior_var = prior_pars
prior_weight = jsl.block_diag(*prior_weight)[None, :]
prior_var = jsl.block_diag(*prior_var)[None, :]
return prior_weight, prior_var