jeffrey {bayesforecast} | R Documentation |
Define a non informative Jeffrey's prior for the degree freedom hyper parameter
Description
jeffey.df()
Usage
jeffrey()
Details
Define a non informative Jeffrey's prior distribution, by default an jeffrey.df( ) distribution is return.
This prior can only be used in garch models with t-student innovations, or Bekk models with generalized t-student distribution.
Value
a numerical vector interpreted as a prior in Stan
[Package bayesforecast version 1.0.5 Index]