Table 3. PSA data: Posterior mean and quantiles for the SVMs.
Wiener Process | OU Process | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
D̄ = −45.1757, PD = 12.303, DIC = −32.873 | D̄ = −45.935, PD = 10.658, DIC = −35.277 | ||||||||||
Mean | SD | 2.5% | 50% | 97.5% | Mean | SD | 2.5% | 50% | 97.5% | ||
|
0.014 | 0.009 | 0.003 | 0.012 | 0.036 | 0.012 | 0.005 | 0.005 | 0.012 | 0.024 | |
|
0.961 | 0.589 | 0.297 | 0.809 | 2.548 | 0.177 | 0.181 | 0.037 | 0.122 | 0.682 | |
ν̄ | 0.385 | 0.124 | 0.143 | 0.382 | 0.626 | ||||||
ρ | 1.150 | 0.271 | 0.756 | 1.106 | 1.798 |