check_prior: Check prior parameters

In RprobitB: Bayesian Probit Choice Modeling

Check prior parameters

Description

This function checks the compatibility of submitted parameters for the prior distributions and sets missing values to default values.

Usage

check_prior(
  P_f,
  P_r,
  J,
  ordered = FALSE,
  mu_alpha_0 = numeric(P_f),
  Sigma_alpha_0 = 10 * diag(P_f),
  delta = 1,
  mu_b_0 = numeric(P_r),
  Sigma_b_0 = 10 * diag(P_r),
  n_Omega_0 = P_r + 2,
  V_Omega_0 = diag(P_r),
  n_Sigma_0 = J + 1,
  V_Sigma_0 = diag(J - 1),
  mu_d_0 = numeric(J - 2),
  Sigma_d_0 = diag(J - 2)
)

Arguments

P_f	[integer(1)] The number of covariates connected to a fixed coefficient.
P_r	[integer(2)] The number of covariates connected to a random coefficient.
J	[integer(1)] The number >= 2 of choice alternatives.
ordered	[logical(1)] If TRUE, the choice set alternatives is assumed to be ordered from worst to best.
mu_alpha_0	[numeric(P_f)] The mean vector of the normal prior for alpha.
Sigma_alpha_0	[matrix(P_f, P_f)] The covariance matrix of the normal prior for alpha.
delta	[numeric(1)] The prior concentration for s.
mu_b_0	[numeric(P_r)] The mean vector of the normal prior for each b_c.
Sigma_b_0	[matrix(P_r, P_r)] The covariance matrix of the normal prior for each b_c.
n_Omega_0	[integer(1)] The degrees of freedom of the Inverse Wishart prior for each Omega_c.
V_Omega_0	[matrix(P_r, P_r)] The scale matrix of the Inverse Wishart prior for each Omega_c.
n_Sigma_0	[integer(1)] The degrees of freedom of the Inverse Wishart prior for Sigma.
V_Sigma_0	[matrix(J - 1, J - 1)] The scale matrix of the Inverse Wishart prior for Sigma.
mu_d_0	[numeric(J - 2)] The mean vector of the normal prior for d .
Sigma_d_0	[matrix(J - 2, J - 2)] The covariance matrix of the normal prior for d.

Details

A priori-distributions:

• \alpha \sim N(\mu_{\alpha_0}, \Sigma_{\alpha_0})

• s \sim Dir(\delta)

• b_c \sim N(\mu_{b_0}, \Sigma_{b_0}) for all c

• \Omega_c \sim IW(n_{\Omega_0}, V_{\Omega_0}) for all c

• \Sigma \sim IW(n_{\Sigma_0}, V_{\Sigma_0})

• d \sim N(\mu_{d_0}, \Sigma_{d_0})

Value

An object of class RprobitB_prior, which is a list containing all prior parameters.

Examples

check_prior(P_f = 1, P_r = 2, J = 3, ordered = TRUE)

RprobitB documentation built on Aug. 26, 2025, 1:08 a.m.