jeffrey: Define a non informative Jeffrey's prior for the degree...
In bayesforecast: Bayesian Time Series Modeling with Stan
jeffrey R Documentation
Define a non informative Jeffrey's prior for the degree freedom hyper parameter
Description
jeffey.df()
Usage
jeffrey()
Details
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.
Value
a numerical vector interpreted as a prior in Stan
bayesforecast documentation built on June 8, 2025, 10:42 a.m.
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| jeffrey | R Documentation |
Define a non informative Jeffrey's prior for the degree freedom hyper parameter
Description
jeffey.df()
Usage
jeffrey()
Details
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.
Value
a numerical vector interpreted as a prior in Stan
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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