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Compute parameters to calibrate the prior distribution of a relative risk that has a gamma distribution.
GammaPriorCh(theta, prob, d)
upper quantile
degrees of freedom
A list containing
shape parameter
rate parameter
LogNormalPriorCh
# NOT RUN { param <- GammaPriorCh(5, 0.975,1) curve(dgamma(x,shape=param$a,rate=param$b),from=0,to=6,n=1000,ylab="density") # }
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