prior_conversion_iwp {BayesGP} | R Documentation |
Construct prior based on d-step prediction SD (for iwp)
prior_conversion_iwp(d, prior, p)
d |
A numeric value for the prediction step. |
prior |
A list that contains alpha and u. This specifies the target prior on the d-step SD |
p |
An integer for the order of iwp. |
A list that contains alpha and u. The prior for the smoothness parameter \sigma
such that P(\sigma > u) = alpha
, that yields the ideal prior on the d-step SD.