gp_mdi {revdbayes} | R Documentation |
Maximal data information (MDI) prior for GP parameters
(\sigma, \xi
)
Description
For information about this and other priors see set_prior
.
Usage
gp_mdi(pars, a = 1, min_xi = -1, max_xi = Inf, trendsd = 0)
Arguments
pars |
A numeric vector of length 2.
GP parameters ( |
a |
A numeric scalar. The default value of 1 gives the MDI prior. |
min_xi |
A numeric scalar. Prior lower bound on |
max_xi |
A numeric scalar. Prior upper bound on |
trendsd |
Has no function other than to achieve compatibility with function in the evdbayes package. |
Value
The log of the prior density.
References
Northrop, P.J. and Attalides, N. (2016) Posterior propriety in Bayesian extreme value analyses using reference priors Statistica Sinica, 26(2), 721–743 doi:10.5705/ss.2014.034.
[Package revdbayes version 1.5.4 Index]