uniform_prior | R Documentation |

These simple objects of class `bssm_prior`

are used to construct a
prior distributions for the some of the model objects of `bssm`

package. Currently supported priors are uniform
(`uniform()`

), half-normal (`halfnormal()`

),
normal (`normal()`

), gamma (`gamma`

), and
truncated normal distribution (`tnormal()`

). All parameters are
vectorized so for regression coefficient vector beta you can define prior
for example as `normal(0, 0, c(10, 20))`

.

uniform_prior(init, min, max) uniform(init, min, max) halfnormal_prior(init, sd) halfnormal(init, sd) normal_prior(init, mean, sd) normal(init, mean, sd) tnormal_prior(init, mean, sd, min = -Inf, max = Inf) tnormal(init, mean, sd, min = -Inf, max = Inf) gamma_prior(init, shape, rate) gamma(init, shape, rate)

`init` |
Initial value for the parameter, used in initializing the model components and as a starting values in MCMC. |

`min` |
Lower bound of the uniform and truncated normal prior. |

`max` |
Upper bound of the uniform and truncated normal prior. |

`sd` |
Positive value defining the standard deviation of the (underlying i.e. non-truncated) Normal distribution. |

`mean` |
Mean of the Normal prior. |

`shape` |
Positive shape parameter of the Gamma prior. |

`rate` |
Positive rate parameter of the Gamma prior. |

The longer name versions of the prior functions with `_prior`

ending
are identical with shorter versions and they are available only to
avoid clash with R's primitive function `gamma`

(other long prior names
are just for consistent naming).

object of class `bssm_prior`

or `bssm_prior_list`

in case
of multiple priors (i.e. multiple regression coefficients).

# create uniform prior on [-1, 1] for one parameter with initial value 0.2: uniform(init = 0.2, min = -1.0, max = 1.0) # two normal priors at once i.e. for coefficients beta: normal(init = c(0.1, 2.5), mean = 0.1, sd = c(1.5, 2.8)) # Gamma prior (not run because autotest tests complain) # gamma(init = 0.1, shape = 2.5, rate = 1.1) # Same as gamma_prior(init = 0.1, shape = 2.5, rate = 1.1) # Half-normal halfnormal(init = 0.01, sd = 0.1) # Truncated normal tnormal(init = 5.2, mean = 5.0, sd = 3.0, min = 0.5, max = 9.5) # Further examples for diagnostic purposes: uniform(c(0, 0.2), c(-1.0, 0.001), c(1.0, 1.2)) normal(c(0, 0.2), c(-1.0, 0.001), c(1.0, 1.2)) tnormal(c(2, 2.2), c(-1.0, 0.001), c(1.0, 1.2), c(1.2, 2), 3.3) halfnormal(c(0, 0.2), c(1.0, 1.2)) # not run because autotest bug # gamma(c(0.1, 0.2), c(1.2, 2), c(3.3, 3.3)) # longer versions: uniform_prior(init = c(0, 0.2), min = c(-1.0, 0.001), max = c(1.0, 1.2)) normal_prior(init = c(0, 0.2), mean = c(-1.0, 0.001), sd = c(1.0, 1.2)) tnormal_prior(init = c(2, 2.2), mean = c(-1.0, 0.001), sd = c(1.0, 1.2), min = c(1.2, 2), max = 3.3) halfnormal_prior(init = c(0, 0.2), sd = c(1.0, 1.2)) gamma_prior(init = c(0.1, 0.2), shape = c(1.2, 2), rate = c(3.3, 3.3))

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