omega_minnesota: Omega_0 for the Minnesota prior
In ooelrich/oscbvar: Stuff for Bayesian vector autoregressions
Description
Usage
Arguments
Details
View source: R/macro_helpers_general.R
Description
Generates an Omega_0 according to a (the) Minnesota prior.
Usage
1
omega_minnesota(lags, overall_tightness, lag_decay, m, include_intercept)
Arguments
overall_tightness
Overall tightness.
lag_decay
Lag decay.
m
Dimensionality of each y-vector (or columns in Y).
include_intercept
Whether or not the model includes an intercept.
Details
Prior variance for the intercept (if included) is set to 10 000. Cross series
tightness is set to 1.
ooelrich/oscbvar documentation built on Sept. 8, 2021, 3:31 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Details
View source: R/macro_helpers_general.R
Description
Generates an Omega_0 according to a (the) Minnesota prior.
Usage
1 | omega_minnesota(lags, overall_tightness, lag_decay, m, include_intercept)
|
Arguments
overall_tightness |
Overall tightness. |
lag_decay |
Lag decay. |
m |
Dimensionality of each y-vector (or columns in Y). |
include_intercept |
Whether or not the model includes an intercept. |
Details
Prior variance for the intercept (if included) is set to 10 000. Cross series tightness is set to 1.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.