inverse.gamma: Define an inverse gamma prior distribution
In bayesforecast: Bayesian Time Series Modeling with Stan

inverse.gamma(shape,rate)

1	inverse.gamma(shape = 2, rate = 1)

`shape`	the form parameter alpha in gamma distribution
`rate`	the rate parameter beta in gamma distribution

Define a inverse.gamma prior distribution using the hyper parameters shape and rate, by default an inverse.gamma(2,1) distribution is return.

If sigma has a gamma distribution then 1/sigma has n inverse gamma distribution. The rate parameter is the inverse of an scale parameter.

a numerical vector interpreted as a prior in Stan

bayesforecast documentation built on June 17, 2021, 5:14 p.m.

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