Jeffreys prior for GP parameters ()
For information about this and other priors see set_prior
.
gp_jeffreys(pars, min_xi = -1/2, max_xi = Inf, trendsd = 0)
pars
: A numeric vector of length 2. GP parameters ().min_xi
: A numeric scalar. Prior lower bound on . Must not be -Inf
because this results in an improper posterior.max_xi
: A numeric scalar. Prior upper bound on .trendsd
: Has no function other than to achieve compatibility with function in the evdbayes package.The log of the prior density.
Useful links