gp_jeffreys: Jeffreys prior for GP parameters (sigma, xi)

In revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis

Jeffreys prior for GP parameters (\sigma, \xi)

Description

For information about this and other priors see set_prior.

Usage

gp_jeffreys(pars, min_xi = -1/2, max_xi = Inf, trendsd = 0)

Arguments

pars	A numeric vector of length 2. GP parameters (\sigma, \xi).
min_xi	A numeric scalar. Prior lower bound on \xi. Must not be -Inf because this results in an improper posterior.
max_xi	A numeric scalar. Prior upper bound on \xi.
trendsd	Has no function other than to achieve compatibility with function in the evdbayes package.

Value

The log of the prior density.

revdbayes documentation built on Sept. 10, 2023, 1:07 a.m.