pr_invchisq: Create an object representing inverse chi-squared priors with...

In mcmcsae: Markov Chain Monte Carlo Small Area Estimation

Create an object representing inverse chi-squared priors with possibly modeled degrees of freedom and scale parameters

Description

Create an object representing inverse chi-squared priors with possibly modeled degrees of freedom and scale parameters

Usage

pr_invchisq(df = 1, scale = 1)

Arguments

df

degrees of freedom parameter. This can be a numeric scalar or vector of length n, the dimension of the parameter vector. Alternatively, for a scalar degrees of freedom parameter, df="modeled" or df="modelled" assign a default (gamma) prior to the degrees of freedom parameter. For more control of this gamma prior a list can be passed with some of the following components: alpha0 shape parameter of the gamma distribution beta0 rate parameter of the gamma distribution proposal "RW" for random walk Metropolis-Hastings or "mala" for Metropolis-adjusted Langevin tau (starting) scale of Metropolis-Hastings update adapt whether to adapt the scale of the proposal distribution during burnin to achieve better acceptance rates.

scale

scalar or vector scale parameter. Alternatively, scale="modeled" or scale="modelled" puts a default chi-squared prior on the scale parameter. For more control on this chi-squared prior a list can be passed with some of the following components: df degrees of freedom (scalar or vector) scale scale (scalar or vector) common whether the modeled scale parameter of the inverse chi-squared distribution is (a scalar parameter) common to all n parameters.

Value

An environment representing the specified prior, for internal use.

mcmcsae documentation built on Oct. 11, 2023, 1:06 a.m.