joint_prior: Joint prior

In kDGLM: Bayesian Analysis of Dynamic Generalized Linear Models

Joint prior

Description

Defines the joint prior of a structural block.

Usage

joint_prior(
  block,
  var.index = 1:block$n,
  a1 = block$a1[var.index],
  R1 = block$R1[var.index, var.index]
)

Arguments

block	dlm_block object: The structural block.
var.index	Integer: The index of the variables from which to set the prior.
a1	Numeric: The prior mean.
R1	Matrix: The prior covariance matrix.

Details

The discount factor must be the same for all variables whose prior is being modified. For the details about the implementation see \insertCiteArtigoPacote;textualkDGLM.

Value

A dlm_block object with the desired prior.

References

\insertAllCited

See Also

Other auxiliary functions for defining priors.: CAR_prior(), zero_sum_prior()

Examples

polynomial_block(mu = 1, D = 0.95) |>
  block_mult(5) |>
  joint_prior(var.index = 1:2, R1 = matrix(c(1, 0.5, 0.5, 1), 2, 2))

kDGLM documentation built on April 4, 2025, 4:44 a.m.