set_prior_uninformative: set up uninformative prior

Description Usage Arguments Value Author(s) References See Also

View source: R/prior.r

Description

set up uninformative prior

Usage

1
2
set_prior_uninformative(mydata = NULL, factordata = NULL,
  no_factors = 0, nolags = 1, intercept = TRUE)

Arguments

mydata

data

factordata

data for factor models (not yet implemented)

no_factors

number of factors (not yet implemented)

nolags

number of lags

intercept

whether the model has an intercept

Value

returns an S3 object of the class "unf"

Author(s)

Joerg Rieger

References

K. Rao Kadiyala and Sune Karlsson, Numerical Methods for Estimation and Inference in Bayesian VAR-Models, Journal of Applied Econometrics 12(2), 99-132

Gary Koop and Dimitris Korobilis (2010), Bayesian Multivariate Time Series Methods for Empirical Macroeconomics, Foundations and Trends in Econometrics 3(4), 267-358

See Also

Other priors: set_prior_cnw, set_prior_minnesota, set_prior_ssvs


joergrieger/bvar documentation built on July 3, 2020, 5:34 p.m.