Specifies an inverse Gamma prior for a variance parameter, but inputs are defined in terms of a standard deviation.

1 2 |

`sigma.guess` |
A prior guess at the value of the standard deviation. |

`sample.size` |
The weight given to |

`initial.value` |
The initial value of the paramter in the MCMC algorithm. |

`fixed` |
Logical. Some algorithms allow you to fix sigma at a
particular value. If |

`upper.limit` |
If positive, this is the upper limit on possible values of the standard deviation parameter. Otherwise the upper limit is assumed infinite. Not supported by all MCMC algorithms. |

Steven L. Scott stevescott@google.com

Gelman, Carlin, Stern, Rubin (2003), "Bayesian Data Analysis", Chapman and Hall.

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