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bssm (version 0.1.8)

uniform: Prior objects for bssm models

Description

These simple objects of class bssm_prior are used to construct a prior distributions for the MCMC runs of bssm package. Currently supported priors are uniform, half-Normal and Normal distribution.

Usage

uniform(init, min, max)

halfnormal(init, sd)

normal(init, mean, sd)

Arguments

init

Initial value for the parameter, used in initializing the model components and as a starting value in MCMC.

min

Lower bound of the uniform prior .

max

Upper bound of the uniform prior.

sd

Standard deviation of the half-Normal and Normal priors.

mean

Mean of the Normal prior.

Value

object of class bssm_prior.