Bivariate normal prior for GP parameters (\(log \sigma, \xi\))

For information about this and other priors see set_prior.

gp_norm(pars, mean, icov, min_xi = -Inf, max_xi = Inf, trendsd = 0)

Arguments

pars

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

mean

A numeric vector of length 2. Prior mean.

icov

A 2x2 numeric matrix. The inverse of the prior covariance matrix.

min_xi

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

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.