Embed W_tap into full parameter space

The bootstrap produces a covariance matrix in observed-parameter space (L sites x p_bs params per site). This function embeds it into the full joint parameter space (L sites x p_full params) required by the stage 2 model. Each source's observed params are mapped to their corresponding positions in the joint model via source_params.

Usage

embed_W(W_tap, dat, source_params = NULL)

Arguments

W_tap

Tapered bootstrap covariance (Lp_bs x Lp_bs).

dat

Data object with site information and source_params.

source_params

Named list mapping source labels to full-model param indices. Default: list(NOAA = 1:3, ADCIRC = 4:6).

Value

Embedded covariance matrix (Lp_full x Lp_full).

Details

When sources observe different numbers of parameters (e.g., NOAA has 4 and ADCIRC has 3 in the nonstationary case), the bootstrap uses a union parameter ordering with NA entries for unobserved positions. This function detects unobserved positions from NA on the diagonal of W_tap and maps only the observed entries.