| GammaPriorCh | R Documentation | 
Compute parameters to calibrate the prior distribution of a relative risk that has a gamma distribution.
GammaPriorCh(theta, prob, d)
| theta | upper quantile | 
| prob | upper quantile | 
| d | degrees of freedom | 
List containing
| a | shape parameter | 
| b | rate parameter | 
Jon Wakefield
LogNormalPriorCh
param <- GammaPriorCh(5, 0.975,1) curve(dgamma(x,shape=param$a,rate=param$b),from=0,to=6,n=1000,ylab="density")
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