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revdbayes (version 1.5.5)

gev_mdi: Maximal data information (MDI) prior for GEV parameters (\(\mu, \sigma, \xi\))

Description

For information about this and other priors see set_prior.

Usage

gev_mdi(pars, a = 0.577215664901532, min_xi = -1, max_xi = Inf, trendsd = 0)

Value

The log of the prior density.

Arguments

pars

A numeric vector of length 3. GEV parameters (\(\mu, \sigma, \xi\)).

a

A numeric scalar. The default value, Euler's constant, gives the MDI prior.

min_xi

A numeric scalar. Prior lower bound on \(\xi\). Must not be -Inf because this results in an improper posterior.

max_xi

A numeric scalar. Prior upper bound on \(\xi\).

trendsd

Has no function other than to achieve compatibility with function in the evdbayes package.