An IndSTPrior object encapsulates the prior information for the short-term discrepancies of the individual simulators within the ensemble model.
AR_paramThe parameters giving the beta parameters for the autoregressive parameter of the AR(1) process.
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 AR process on the individual short-term discrepancy.
cor_paramsThe parameters characterising the correlations of the AR process on the individual short-term discrepancy. .
Individual short-term discrepancies \(z_k^{(t)}\) are modelled as an AR(1) process so that $$z_k^{(t+1)} \sim N(R_k z_k^{(t)}, \Lambda_k).$$ Accepted parametrisation forms for this discrepancy are lkj, beta, inv_wishart, hierarchical or hierarchical_beta_conjugate. See details of the EnsemblePrior() constructor for more details.
IndLTPrior, ShaSTPrior, TruthPrior,