Jeffreys prior for GP parameters (\(\sigma, \xi\))

For information about this and other priors see set_prior.

gp_jeffreys(pars, min_xi = -1/2, max_xi = Inf, trendsd = 0)

Arguments

pars

A numeric vector of length 2. GP parameters (\(\sigma, \xi\)).

min_xi

A numeric scalar. Prior lower bound on \(\xi\). Must not be -Inf because this results in an improper posterior.

max_xi

A numeric scalar. Prior upper bound on \(\xi\).

trendsd

Has no function other than to achieve compatibility with function in the evdbayes package.

Value

The log of the prior density.