Jeffreys prior for GP parameters (\(\sigma, \xi\)) — gp_jeffreys • revdbayes

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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.