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Returns a bvarnet_priors object containing a bvarnet_prior for every model parameter type. Any argument left as NULL uses the package default. Available prior distributions are:

  • normal(loc, scale)

  • student_t(loc, scale, df)

  • cauchy(loc, scale) For standart deviations and random effects, the prior is automatically converted to a half-prior (truncated at loc) in the Stan code, so the printed format reflects this.

Usage

set_priors(
  intercept = NULL,
  beta = NULL,
  phi = NULL,
  sd_u = NULL,
  kappa = NULL,
  sigma = NULL
)

Arguments

intercept

Prior for the intercept. Only applies to gaussian and bernoulli models; for ordinal models the intercept is absorbed into the kappa (threshold parameter).

beta

Prior for fixed-effect regression coefficients (slopes).

phi

Prior for lag coefficients.

sd_u

Prior for random-effect standard deviations (half-prior).

kappa

Prior for ordinal cut-points (ordinal models only).

sigma

Prior for residual standard deviation (gaussian models only; half-prior).

Value

A bvarnet_priors S3 object.