inverse.gamma {bayesforecast} | R Documentation |
Define an inverse gamma prior distribution
Description
inverse.gamma(shape,rate)
Usage
inverse.gamma(shape = 2, rate = 1)
Arguments
shape |
the form parameter alpha in gamma distribution |
rate |
the rate parameter beta in gamma distribution |
Details
Define a inverse.gamma prior distribution using the hyper parameters shape and rate, by default an inverse.gamma(2,1) distribution is return.
If sigma has a gamma distribution then 1/sigma has n inverse gamma distribution. The rate parameter is the inverse of an scale parameter.
Value
a numerical vector interpreted as a prior in Stan
[Package bayesforecast version 1.0.5 Index]