An IndLTPrior object encapsulates the prior information for the long-term discrepancies of the individual simulators within the ensemble model.
parametrisation_formThe parametrisation by which the covariance matrix of the noise of the AR process is decomposed.
var_paramsThe parameters characterising the variance of the distribution of the individual long-term discrepancy.
cor_paramsThe parameters characterising the correlations of the distribution of the individual long-term discrepancy.
Individual long-term discrepancies \(\gamma_k\) are drawn from a distribtion $$\gamma_k \sim N(0, C_\gamma).$$ Accepted parametrisation forms for this discrepancy are lkj, beta, or inv_wishart. See details of the EnsemblePrior() constructor for more details.
IndSTPrior, ShaSTPrior, TruthPrior,