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

For information about this and other priors see set_prior.

Usage

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.