UninformativePrior function

Uninformative Prior

Get Uninformative Prior

UninformativePrior(k, nlag)

Arguments

• k: Number of series
• nlag: Lag length

Returns

Get Uninformative Prior

Examples

prior = UninformativePrior(k=4, nlag=1)

References

Koop, G., & Korobilis, D. (2010). Bayesian multivariate time series methods for empirical macroeconomics. Now Publishers Inc.

Author(s)

David Gabauer