TruthPrior-class {EcoEnsemble}R Documentation

A class to hold the priors for the truth model in the ensemble framework

Description

An TruthPrior object encapsulates the prior information for the short-term discrepancies of the shared discrepancy of the ensemble model.

Details

The truth \mathbf{y}^{(t)} is modelled as a random walk such that

\mathbf{y}^{(t+1)} \sim N(\mathbf{y}^{(t)}, \Lambda_y).

The covariance matrix \Lambda_y is parameterised by an inverse Wishart distribution (contained in the rw_covariance slot) and the initial value is modelled as drawn from a normal distribution.

Slots

d

A numeric giving the number of variables of interest in the ensemble model.

initial_mean

A numeric giving the standard deviation of the normal prior on the initial mean value of the random walk. This is the same standard deviation for each variable of interest.

initial_var

A list of length 2 containing the shape and scale parameters (respectively) for the gamma priors on the variance of the initial value of the truth.

rw_covariance

A list of length 2 containing the inverse-Wishart parameters for the covariance of the random walk of the truth.


[Package EcoEnsemble version 1.1.0 Index]