find_pc_prior_param {makemyprior}

Find suitable PC prior parameters

Description

Returns the U value in P(U > sigma) = alpha for a PC prior on standard deviation given an equal-tailed credible interval P(lower < func(x) < upper) = prob where x is a Gaussian variable with zero mean standard deviation sigma. Note that this function uses sampling.

Usage

find_pc_prior_param(
  lower,
  upper,
  alpha = 0.05,
  func = exp,
  N = 10000,
  prob = 0.95
)

Arguments

lower

lower end of credible interval

upper

upper end of credible interval

alpha

tail probability of the PC prior (default = 0.05)

func

function to scale Gaussian variables to match desired credible interval scale, default is the exponential function

N

number of samples to use when sampling sigma and x, default is 1e4

prob

amount of mass to put in the credible interval, default is 0.95

Value

The U-value to pass to the PC prior. NB! Store result to avoid rerunning this function, as it uses sampling. The function also prints (sampled) quantiles for the U-value that is returned.

Examples

find_pc_prior_param(0.1, 10)