gp_jeffreys: Jeffreys prior for GP parameters (sigma, xi)

In paulnorthrop/revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis

Jeffreys prior for GP parameters (\sigma, \xi)

Description

For information about this and other priors see set_prior.

Usage

gp_jeffreys(pars, min_xi = -1/2, max_xi = Inf, trendsd = 0)

Arguments

pars	A numeric vector of length 2. GP parameters (\sigma, \xi).
min_xi	A numeric scalar. Prior lower bound on \xi. Must not be -Inf because this results in an improper posterior.
max_xi	A numeric scalar. Prior upper bound on \xi.
trendsd	Has no function other than to achieve compatibility with function in the evdbayes package.

Value

The log of the prior density.

paulnorthrop/revdbayes documentation built on March 20, 2024, 1:01 a.m.