pb.Hpar: Default hyper-parameters for the Pairwise Beta model.

In lbelzile/BMAmevt: Multivariate Extremes: Bayesian Estimation of the Spectral Measure

Default hyper-parameters for the Pairwise Beta model.

Description

The log-transformed dependence parameters are a priori independent, Gausian. This list contains the means and standard deviation for the prior distributions.

Format

A list of four parameters:

mean.alpha

Mean of the log-transformed global dependence parameter. Default to 0 )

sd.alpha

Standard deviation of the log-transformed global dependence parameter. Default to 3.

mean.beta

Mean of each of the log-transformed pairwise dependence parameters. Default to 0 )

sd.beta

Standard deviation of each of the log-transformed pairwise dependence parameters. Default to 3.

lbelzile/BMAmevt documentation built on April 28, 2023, 2:29 p.m.