pc-t: PC-prior for dof in a standarized Student-t

In inbo/INLA: Full Bayesian Analysis of Latent Gaussian Models using Integrated Nested Laplace Approximations

Description

A function to evaluate the PC-prior for the degrees of freedom in a standarized Student-t distribution

Usage

     inla.pc.ddof(dof, lambda, u, alpha, log=FALSE)
 

Arguments

dof	Degrees of freedom
log	Logical. Return the density or the log-density
lambda	The optional value of lambda, instead of defining it implicitely through u and alpha
u	The upper value of dof used to elicitate lambda, Prob(dof < u) = alpha
alpha	The probability alpha used to elicitate lambda

Details

These functions implements the PC-prior for the dof in a standarized Student-t distribution (ie. with unit variance and dof > 2). Either lambda, or u AND alpha must be given. Due the internal tabulation, dof must be larger than 2.0025.

Value

inla.pc.ddof returns the prior density for given dof.

Author(s)

Havard Rue [e-mail]

inbo/INLA documentation built on Dec. 6, 2019, 9:51 a.m.