Psigma2 {spate}

Prior for for variance parameter sigma2 of innovation epsilon. hyperparameter.

Description

Default prior for marginal variance parameter sigma2 (=sigma^2) of the stochastic source-sink term epsilon. A uniform, improper prior on sigma (P[sigma] propto 1 or P[sigma2] propto 1/tau) is used.

Usage

Psigma2(sigma2, log = FALSE)

Arguments

sigma2

A quantile

log

Indicates whether the logarithm should be calculated or not

Value

Value of (log) prior at 'sigma2'.

Author(s)

Fabio Sigrist