gp_norm: Bivariate normal prior for GP parameters (log sigma, xi)

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

Bivariate normal prior for GP parameters (log \sigma, \xi)

Description

For information about this and other priors see set_prior.

Usage

gp_norm(pars, mean, icov, min_xi = -Inf, max_xi = Inf, trendsd = 0)

Arguments

pars	A numeric vector of length 2. GP parameters (\sigma, \xi).
mean	A numeric vector of length 2. Prior mean.
icov	A 2x2 numeric matrix. The inverse of the prior covariance matrix.
min_xi	A numeric scalar. Prior lower bound on \xi.
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.