djeffreys: Jeffreys' Variance Reference Prior

Description Usage Arguments Details

View source: R/jeffreys.R

Description

The Jeffreys' improper prior for variance is p(x) \propto 1 / x. This is not a proper probability distribution. However, "density" and random sampling functions are provided.

Usage

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Arguments

x

A numeric vector of quantiles

n

The number of samples to draw

Details

The Jeffreys' improper prior can be approximated by a Gamma distribution as the shape and rate go to zero.


jrnold/bayz documentation built on May 5, 2019, 5:52 p.m.