Syntax: bayes [<option> | <mod par #>] {<prior type> <hyperparameters>}
where <option> =:: [off | on | cons]. If a parameter number is given as the first argument then this command sets up the prior for the specified model parameter but does not turn Bayesian inference on. If the first argument to the `bayes' command is not a parameter number then one of the options ‘off’, ‘on’, or ‘cons’ is used. The first two turn Bayesian inference off or on, while ‘cons’ turns Bayesian inference on and gives all parameters a constant prior. The options for prior types are as follows.
|
Prior type |
Log(prior) |
|
cons |
0 |
|
exp |
-par/hpar1- log(hpar1) |
|
jeffreys |
-log(par) |
|
gauss |
-0.5log(2πhpar2) – 0.5(hpar1-par)2/hpar22 |
Where par is the parameter value and hpar# the hyperparameter values. jeff is an abbreviation for the Jeffreys prior, which is 1/x for an assumed Gaussian distribution of the parameter.