prior_conversion: Construct prior based on d-step prediction SD.
In AgueroZZ/OSplines: Constructing O Spline for univariate smoothing
prior_conversion R Documentation
Construct prior based on d-step prediction SD.
Description
Construct prior based on d-step prediction SD.
Usage
prior_conversion(d, prior, p)
Arguments
d
A numeric value for the prediction step.
prior
A list that contains a and u. This specifies the target prior on the d-step SD \sigma(d), such that P(\sigma(d) > u) = a.
p
An integer for the order of IWP.
Value
A list that contains a and u. The prior for the smoothness parameter \sigma such that P(\sigma > u) = a, that yields the ideal prior on the d-step SD.
AgueroZZ/OSplines documentation built on Sept. 17, 2023, 9:24 a.m.
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| prior_conversion | R Documentation |
Construct prior based on d-step prediction SD.
Description
Construct prior based on d-step prediction SD.
Usage
prior_conversion(d, prior, p)
Arguments
d |
A numeric value for the prediction step. |
prior |
A list that contains a and u. This specifies the target prior on the d-step SD |
p |
An integer for the order of IWP. |
Value
A list that contains a and u. The prior for the smoothness parameter \sigma such that P(\sigma > u) = a, that yields the ideal prior on the d-step SD.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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