createExpertPrior: Creates expert prior from ellicitation

In cinnober/EVT: Extreme Value Theory with Bayesian Inference

Description

Creates expert prior from ellicitation

Usage

createExpertPrior(m, q, mDiff, qDiff, y)

Arguments

m	Median for 1% value at risk
q	90% quantile for median m
mDiff	Median for difference between 1% and 0.1% value at risk
qDiff	90% quantile for mDiff
y	Transformed data

cinnober/EVT documentation built on May 13, 2019, 7:30 p.m.