spike.slab.ar.prior  R Documentation 
Returns a spike and slab prior for the parameters of an AR(p) process.
SpikeSlabArPrior( lags, prior.inclusion.probabilities = GeometricSequence( lags, initial.value = .8, discount.factor = .8), prior.mean = rep(0, lags), prior.sd = GeometricSequence(lags, initial.value = .5, discount.factor = .8), sdy, prior.df = 1, expected.r2 = .5, sigma.upper.limit = Inf, truncate = TRUE)
lags 
A positive integer giving the maximum number of lags to consider. 
prior.inclusion.probabilities 
A vector of length 
prior.mean 
A vector of length 
prior.sd 
A vector of length 
sdy 
The sample standard deviation of the series being modeled. 
expected.r2 
The expected fraction of variation in the response explained by this AR proces. 
prior.df 
A positive number indicating the number of
observations (time points) worth of weight to assign to the guess at

sigma.upper.limit 
A positive number less than infinity truncates the support of the prior distribution to regions where the residual standard deviation is less than the specified limit. Any other value indicates support over the entire positive real line. 
truncate 
If 
A list of class SpikeSlabArPrior
containing the information
needed for the underlying C++ code to instantiate this prior.
Steven L. Scott steve.the.bayesian@gmail.com
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