An EnsemblePrior
object encapsulates the prior information for the ensemble model.
d
A numeric
specifying the number of variables of interest in the ensemble.
ind_st_params
A list
containing a prior specification for the individual short-term discrepancies \(z_k^{(t)}\). See details of the EnsemblePrior()
constructor.
ind_lt_params
A list
containing a prior specification for the individual long-term discrepancies \(\gamma_k\). See details of the EnsemblePrior()
constructor.
sha_st_params
A list
containing a prior specification for the shared short-term discrepancies \(\eta^{(t)}\). See details of the EnsemblePrior()
constructor.
sha_lt_params
A numeric
containing the standard deviations for the normal prior used on the shared short-term discrepancy \(\mu\). If a single value is supplied, this is repeated for each variable
truth_params
A list
containing a prior specification for the processes on the truth \(y^{(t)}\). See details of the EnsemblePrior()
constructor. The default value is TruthPrior(d)
.
priors_stan_input
A list
containing the prior data in the correct form to fit the model in Stan. This information is automatically generated by the constructor.
Stan Development Team (2020). RStan: the R interface to Stan. R package version 2.21.2. https://mc-stan.org
Lewandowski, Daniel, Dorota Kurowicka, and Harry Joe. 2009. “Generating Random Correlation Matrices Based on Vines and Extended Onion Method.” Journal of Multivariate Analysis 100: 1989–2001.