SdPrior

Specifies an inverse Gamma prior for a variance parameter,
 but inputs are defined in terms of a standard deviation.

sd.prior

A C++ library for Bayesian modeling, with an emphasis on Markov
chain Monte Carlo.  Although boom contains a few R utilities (mainly plotting
functions), its primary purpose is to install the BOOM C++ library on your
system so that other packages can link against it.

Steven Scott

Boom

Bayesian Object Oriented Modeling

sd.prior function

<dl> <dt>sigma.guess</dt>
<dd>A prior guess at the value of the standard deviation.</dd>
 <dt>sample.size</dt>
<dd>The weight given to <code>sigma.guess</code>.
 Interpretable as a prior observation count.</dd>
 <dt>initial.value</dt>
<dd>The initial value of the paramter in the MCMC
 algorithm.</dd>
 <dt>fixed</dt>
<dd>Logical. Some algorithms allow you to fix sigma at a
 particular value. If <code>TRUE</code> then sigma will remain fixed at
 <code>initial.value</code>, if supported.</dd>
 <dt>upper.limit</dt>
<dd>If positive, this is the upper limit on possible
 values of the standard deviation parameter. Otherwise the upper
 limit is assumed infinite. Not supported by all MCMC algorithms.</dd></dl>

Arguments

Steven L. Scott <a href="/link/steve.the.bayesian%40gmail.com?package=Boom&version=0.9.15" data-mini-rdoc="Boom::steve.the.bayesian@gmail.com">steve.the.bayesian@gmail.com</a>

Author

Prior for a standard deviation or variance — sd.prior

<dl>

 <dt>sigma.guess</dt>
<dd>A prior guess at the value of the standard deviation.</dd>


 <dt>sample.size</dt>
<dd>The weight given to <code>sigma.guess</code>.
 Interpretable as a prior observation count.</dd>


 <dt>initial.value</dt>
<dd>The initial value of the paramter in the MCMC
 algorithm.</dd>


 <dt>fixed</dt>
<dd>Logical. Some algorithms allow you to fix sigma at a
 particular value. If <code>TRUE</code> then sigma will remain fixed at
 <code>initial.value</code>, if supported.</dd>


 <dt>upper.limit</dt>
<dd>If positive, this is the upper limit on possible
 values of the standard deviation parameter. Otherwise the upper
 limit is assumed infinite. Not supported by all MCMC algorithms.</dd>

</dl>

Steven L. Scott <a href='mailto:steve.the.bayesian@gmail.com'>steve.the.bayesian@gmail.com</a>

sd.prior: Prior for a standard deviation or variance

Description

Usage

Arguments

Author

References