Description Usage Arguments Details Value See Also
Density, distribution function, quantile function and random generation for
the distribution applied as a prior for the scale hyperparameters in the
FCS2 model.
This is the distribution of σ = 1 /
√{τ} where τ follows a Gamma distribution.
1 2 3 4 5 6 7 8 9 10 11 12 13 | dhyperprior(x, a, b)
phyperprior(q, a, b, lower.tail = TRUE)
qhyperprior(p, a, b)
rhyperprior(n, a, b)
phyperprior(q, a, b, lower.tail = TRUE)
qhyperprior(p, a, b)
rhyperprior(n, a, b)
|
x |
vector of quantiles. |
a |
a shape parameter, equal to the shape parameter of the related Gamma distribution. |
b |
a scale parameter, equal to the rate parameter of the related Gamma distribution. |
q |
vector of quantiles. |
lower.tail |
logical; if |
p |
vector of probabilities. |
n |
number of samples required. |
The Hyperprior Distribution
The hyperprior distribution with shape parameter a and scale parameter b has density
(Γ(a) x^(2a + 1)) exp( -b / (x^2) )
for x, a, b > 0.
This is the distribution of σ = 1 / √(τ) where τ follows a Gamma distribution with shape parameter a and rate parameter b.
The mean is given by Γ(a -
0.5) √(b) / Γ(a) if a > 0.5 and is infinite otherwise.
The variance is given by b / (a - 1) - b Γ(a - 0.5)^2 / (Γ(a)^2) if a >
1 and is infinite otherwise.
dhyperprior
gives the density, phyperprior
gives the
distribution function, qhyperprior
gives the quantile function, and
rhyperprior
generates random deviates.
dgamma
for the Gamma distribution.
specialTerms
for the non-linear FCS2 model terms
that use this distribution as a prior for their scale parameters.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.