jeffrey: Define a non informative Jeffrey's prior for the degree...
In bayesforecast: Bayesian Time Series Modeling with Stan

jeffey.df()

jeffrey()

Define a non informative Jeffrey's prior distribution, by default an jeffrey.df( ) distribution is return.

This prior can only be used in garch models with t-student innovations, or Bekk models with generalized t-student distribution.

a numerical vector interpreted as a prior in Stan

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

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