prior_conversion_sgp {BayesGP} | R Documentation |
Construct prior based on d-step prediction SD (for sgp)
Description
Construct prior based on d-step prediction SD (for sgp)
Usage
prior_conversion_sgp(d, prior, freq, period, a, m = 1)
Arguments
d |
A numeric value for the prediction step. |
prior |
A list that contains alpha and u. This specifies the target prior on the d-step SD |
freq |
The frequency of the sgp, ignored if a is provided. |
period |
The period of the sgp, ignored if a or freq is provided. |
a |
The frequency parameter of the sgp. |
m |
The number of harmonics that should be considered, by default m = 1 represents only the sgp. |
Value
A list that contains alpha and u. The prior for the smoothness parameter \sigma
such that P(\sigma > u) = alpha
, that yields the ideal prior on the d-step SD.
[Package BayesGP version 0.1.3 Index]