improper_uniform_log_density: Improper uniform log density

In gk: g-and-k and g-and-h Distribution Functions

Improper uniform log density

Description

Returns log density of an improper prior for the g-and-k or g-and-h distribution

Usage

improper_uniform_log_density(theta)

Arguments

theta

A vector of 4 parameters representing (A,B,g,k) or (A,B,g,h)

Details

improper_uniform_log_density takes a 4 parameter vector as input and returns a log density value. The output corresponds to an improper uniform with constraints that the second and fourth parameters should be non-negative. These ensure that the resulting parameters are valid to use in the g-and-k or g-and-h distribution is valid. This function is supplied as a convenient default prior to use in the mcmc function.

Value

Value of an (unnormalised) log density

Examples

improper_uniform_log_density(c(0,1,0,0)) ##Valid parameters - returns 0
improper_uniform_log_density(c(0,-1,0,0)) ##Invalid parameters - returns -Inf

gk documentation built on Aug. 10, 2023, 5:06 p.m.