kappa_lambda_funs: Shrinkage parameter functions
In jrnold/bayz: Miscellaneous Bayesian functions

Generate functions of the shrinkage parameter,

κ_j = \frac{1}{1 + n σ^{-1} τ^2 λ_j^2} ,

with respect to lambda, sigma, or tau, as well as the inverse functions and derivatives of the inverse functions (with respect to scale, variance, or precision). These functions can be used in a transformation of variables, to generate the density of the probability of distribution of kappa given the probability distribution of lambda, sigma, or tau.

kappa_lambda_funs(tau = 1, sigma = 1, n = 1)

kappa_tau_funs(lambda = 1, sigma = 1, n = 1)

kappa_sigma_funs(lambda = 1, tau = 1, n = 1)

`tau`	numeric. The global scale parameter.
`sigma`	numeric. The observation disturbance scale parameter.
`n`	integer. The number of observations.
`lambda`	numeric. The local scale parameter.