beyondWhittle (version 1.3.0)

bdp_dw_prior_params_gen: Generate a list of parameter values in prior elicitation

Description

Generate a list of parameter values in prior elicitation

Usage

bdp_dw_prior_params_gen(
  M = 1,
  g0.alpha = 1,
  g0.beta = 1,
  k1.theta = 0.01,
  k2.theta = 0.01,
  tau.alpha = 0.001,
  tau.beta = 0.001,
  k1max = 100,
  k2max = 100,
  L = 10,
  bernstein1_l = 0.1,
  bernstein1_r = 0.9,
  bernstein2_l = 0.1,
  bernstein2_r = 0.9
)

Value

A list of prior parameter values

Arguments

M

DP base measure constant (> 0)

g0.alpha, g0.beta

parameters of Beta base measure of DP

k1.theta

prior parameter for polynomial corresponding to rescaled time (propto exp(-k1.theta*k1*log(k1)))

k2.theta

prior parameter for polynomial corresponding to rescaled frequency (propto exp(-k2.theta*k2*log(k2)))

tau.alpha, tau.beta

prior parameters for tau (inverse gamma)

k1max

upper bound of the degrees of Bernstein polynomial corresponding to rescaled time (for pre-computation of basis functions)

k2max

upper bound of the degrees of Bernstein polynomial corresponding to rescaled frequency (for pre-computation of basis functions)

L

number of terms in fast DP approximation

bernstein1_l, bernstein1_r

left and right truncation of Bernstein polynomial basis functions for rescaled time, 0<=bernstein1_l<bernstein1_r<=1

bernstein2_l, bernstein2_r

left and right truncation of Bernstein polynomial basis functions for rescaled frequency, 0<=bernstein2_l<bernstein2_r<=1