Bivariate normal prior for GP parameters (\(log \sigma, \xi\)) — gp_norm • revdbayes

Processing math: 100%

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.