prior_conversion_iwp {BayesGP}R Documentation

Construct prior based on d-step prediction SD (for iwp)

Description

Construct prior based on d-step prediction SD (for iwp)

Usage

prior_conversion_iwp(d, prior, p)

Arguments

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 \sigma(d), such that P(\sigma(d) > u) = alpha.

p

An integer for the order of iwp.

Value

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.


[Package BayesGP version 0.1.3 Index]