UninformativePrior {ConnectednessApproach}R Documentation

Uninformative Prior

Description

Get Uninformative Prior

Usage

UninformativePrior(k, nlag)

Arguments

k

Number of series

nlag

Lag length

Value

Get Uninformative Prior

Author(s)

David Gabauer

References

Koop, G., & Korobilis, D. (2010). Bayesian multivariate time series methods for empirical macroeconomics. Now Publishers Inc.

Examples

prior = UninformativePrior(k=4, nlag=1)

[Package ConnectednessApproach version 1.0.3 Index]