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mcmcsae (version 0.6.0)

pr_invwishart: Create an object containing information about an inverse Wishart prior, possibly with modeled scale matrix

Description

Create an object containing information about an inverse Wishart prior, possibly with modeled scale matrix

Usage

pr_invwishart(df = NULL, scale = NULL, n = NULL)

Arguments

df

Degrees of freedom parameter. This should be a scalar numeric value. The default value is the dimension (n) plus one.

scale

Either a (known) scale matrix, or scale="modeled" or scale="modelled", which puts default chi-squared priors on the diagonal elements of the inverse Wishart scale matrix. For more control on these chi-squared priors a list can be passed with some of the following components:

df

degrees of freedom (scalar or vector) of the chi-squared distribution(s)

scale

scale parameter(s) of the chi-squared distribution(s)

common

whether the modeled scale parameter of the inverse chi-squared distribution is (a scalar parameter) common to all n diagonal elements.

n

dimension, if known. For internal use only.

Value

An environment with information about the prior distribution used, to be used by other package functions.

References

A. Huang and M.P. Wand (2013). Simple marginally noninformative prior distributions for covariance matrices. Bayesian Analysis 8, 439-452.