R: PC-prior for dof in a standarized Student-t

pc.ddof {INLA}

R Documentation

PC-prior for dof in a standarized Student-t

Description

A function to evaluate the PC-prior for the degrees of freedom in a standarized Student-t distribution

Usage

     inla.pc.ddof(dof, lambda, u, alpha, log=FALSE)

Arguments

`dof`	Degrees of freedom
`log`	Logical. Return the density or the log-density
`lambda`	The optional value of `lambda`, instead of defining it implicitely through `u` and `alpha`
`u`	The upper value of dof used to elicitate `lambda`, `Prob(dof < u) = alpha`
`alpha`	The probability `alpha` used to elicitate `lambda`

Details

These functions implements the PC-prior for the dof in a standarized Student-t distribution (ie. with unit variance and dof > 2). Either lambda, or u AND alpha must be given. Due the internal tabulation, dof must be larger than 2.0025.

Value

inla.pc.ddof returns the prior density for given dof.

Author(s)

Havard Rue hrue@r-inla.org

[Package INLA version 21.06.11 Index]